It's a huge pile of evidence that would nail him if any of it was ever connected to him, either before or after the fact. By covering entire rooms with the plastic, that means he's buying yards and yards of it for each kill. There's a hardware store clerk somewhere who watches a guy buying spools of plastic, face guards, gloves and aprons every week and says nothing about it. He's buying a powerful, injectable sedative from somewhere. Even Dexter's bank is complicit by completely ignoring his charges, which include everything previously mentioned, plus all the knives and instruments of torture he's bought over the years. He's stealing the victim photos, or making copies -- each picture having a direct link to the guy he killed.
"Mr. Morgan, care to explain these charges to 'Injectable Paralytic Agents 'R' Us'?"
And he has to be storing all of this stuff somewhere when he's not using it. Even if it's a storage locker under somebody else's name, he does this so often that there's no way he hasn't been seen coming and going dozens of times.
And once he's done with the kill, now comes the hard part: He has to dispose of all of that stuff. He can't just throw it in a dumpster when it's soaked with forensic evidence. Even if he's bundling them up in garbage bags with the bodies and dumping them into the ocean, those tarps are probably taking up more room than the victims. That means he'd have a lot more trash bags than just the six or seven we usually see him throwing overboard.
"That's it. I need to start composting this shit."