Helpful Educational Video Site
Brainpop is a learning resource meant for students. It has videos on most subjects (math, science, technology, history, etc). These videos are short and cute animations, lasting 4-10 minutes with an optional page of information on the topic.
Violence/Scariness: History is full of this, and so Brainpop fulfills its duty to go over them. However, these are still cartoonish animations, not live action, and real imagery is never used. That said, it does cover topics such as WWII, 9/11, the Civil War, and various other violent tragedies. Like I said, though, this is of no fault of Brainpop itself. If your kid wants to watch a video on topics such as that, make sure he/she is mature enough that you would feel comfortable explaining the matter yourself.
Sexy Stuff: As Commonsense said, they do cover puberty and reproductive organs. However, there is no graphic content (obviously). If you feel comfortable letting your child learn about this topic, watch it with them and go over it if you feel the need.
Drinking/Drugs/Smoking: Some episodes cover addiction and drugs, and go over the effects of alcohol and such on people.
Conclusion: Like any website, some parents will want to stay with their children as they use it. It is a learning tool, so don't classify it as inappropriate as Commonsense seems to have. It's a great tool, and might encourage reluctant students to learn.