Matthew Lillard's character, Stevo was originally to have bleached blond hair. However, when getting the bleach job, the peroxide burned Lillard's scalp, leaving a hideous mess. Dying his hair blue was a way of hiding it.
When the boy flips off the camera in the mall and says "Anarchy in the UK!" the voice is actually the director James Merendino dubbing it over, because he felt that the boy didn't say it right.
James Merendino:
The director appears quickly as one of the punks in the "Explanation of Fight" slide show, and as the character "Freaky Deaky" at the party at Chris' house.
The trivia items below may give away important plot points.
In the DVD commentary, Matthew Lillard states that he could only do the scene where he finds Bob's body alone, and that the inspiration for his crying reaction was due to conjuring up memories of his father.