Uncredited writer Lona Williams based Cleo's obsession with Conan O'Brien on herself. Williams admits to admiring O'Brien while he was a writer on The Simpsons (1989) and she was an assistant to the producers.
The "illegal" dismount in the bank isn't really illegal. A cradle with 2 catchers from shoulder height does not require a separate head and shoulders spotter. Extended stunts (when the bases' arms are extended up over their heads) require the extra spotter.
Sugar & Spice was supposed to be a black comedy about murdering for money, but the producers thought it too similar to Jawbreaker (1999), another teen black comedy, so the screenwriter re-wrote the script to what it is now. Mena Suvari commented, "Even though it doesn't have murder its still influenced by Heathers (1988)."
The trivia item below may give away important plot points.
When Conan O'Brien was told that the character of Cleo was to be obsessed with him, he happily agreed to pose for a picture with Melissa George in character. A still photograph of O'Brien and Cleo is shown during the closing credits.