Note: this is a review of the Viz Media (Neon Alley) dub of this anime. This review covers both seasons of the series (Nura: Rise of the Yokai Clan, as well as Nura: Rise of the Yokai Clan: Demon Capital)

Violence / Gore:
Nura revolves around a boy who is 1/4 demon. Due to his lineage (and the fact that he lives in a house full of demons), Nura gets pulled into many fights. Still, there is not a gratuitous amount of blood. When someone does get hurt, they don't go overboard trying to show it. The fights are very Inuyasha-esque. Characters use swords, magic, etc. to fight each other.

Nudity / Sexual Content: There is (very late in the series) a women who is unclothed. Sort of a transformative scene, but darker in purpose. She's covered by water, etc., but a lot of her is shown.
There is one character who is 1/2 girl 1/2 guy. Not detailed, but she/he is shown unclothed.
There are a couple characters with large chest areas who don't cover them as well as they should.

Potentially problematic theological themes:
The plot revolves around a household full of demons. Are they portrayed as evil? No. Not these ones, anyway. They get up to mischief sometimes, though. And it is hinted that they might be behaving only because their master commands it.
Characters frequently use magic to fight. The end of the series talks about a "gate to hell" that the bad guys are trying to open. It is shown symbolically with a six-pointed star.
There is a lot of "reincarnation" in this series, and it is a big focus at the end of the series.

Other potentially problematic themes: The demons like to drink sake... a lot. Often you will see characters running around who are obviously tipsy. A few swear words, but it's not excessive in that - and they are mild ones.

* Nura: Rise of the Yokai clan is an interesting look into Japanese mythology. There are a lot of names thrown around that I've heard in other animes. Honestly, the giant names go over my head sometimes (why are they so long)?
It should be noted that the premise of Nura changes drastically between the first half and second half of the series. The first half is more focused on Nura's human-half. He has friends and deals with the difficult task of keeping them from finding out his secret identity.
The second half of the series is about Nura's demon half more than anything. The Daisuke Niwa-esque innocence isn't seen very often - Nura spends most of the second half of the series apart from his friends. The flow and feel of the anime are completely changed.
I enjoyed Nura, but it will take some effort for me to sit down to it again. It just didn't have the relationship-based backbone that I enjoyed from similar series (i.e. Inuyasha). Also, in my case, it was sometimes hard to follow. They threw around names in their conversations and I couldn't always remember who was who. Still, the series as a whole was interesting enough to keep me watching until the end.