**Core Concept**
Thiazides are a class of diuretics that act on the distal convoluted tubule of the nephron to inhibit sodium and chloride reabsorption. This leads to increased excretion of sodium, water, and chloride ions, resulting in a mild diuretic effect.

**Why the Correct Answer is Right**
Thiazides can cause hypokalemia (low potassium levels) due to increased potassium excretion in the urine. This occurs because thiazides increase the reabsorption of sodium and chloride ions, which in turn increases the activity of the sodium-potassium pump. As a result, more potassium ions are pumped out of the cell and into the urine. Additionally, thiazides can also increase the reabsorption of calcium ions, which can contribute to the development of hypercalcemia (elevated calcium levels).

**Why Each Wrong Option is Incorrect**
**Option A:** This option is incorrect because thiazides do not typically cause hyponatremia (low sodium levels). In fact, thiazides can cause hypernatremia (elevated sodium levels) due to increased sodium excretion.

**Option B:** This option is incorrect because thiazides do not typically cause hypocalcemia (low calcium levels). As mentioned earlier, thiazides can actually increase the reabsorption of calcium ions.

**Option C:** This option is incorrect because thiazides do not typically cause an increase in blood urea nitrogen (BUN) levels. Thiazides can actually increase the excretion of urea, which can lead to a decrease in BUN levels.

**Clinical Pearl / High-Yield Fact**
It's essential to monitor potassium levels in patients taking thiazides, especially in those with pre-existing kidney disease or heart failure. Hypokalemia can lead to cardiac arrhythmias, muscle weakness, and other complications.

**Correct Answer: D. Hypokalemia**