As Buffy gives her final warning before the battle, Spike says that it was not "St. Crispin Day speech", to which Giles says "We few, we happy few" and Spike continues "we band of buggers". This is a direct spoof St. Crispin Day Speech from Shakespeare's Henry V, where the title king rallies his troops and it is considered one of the most rousing war speeches ever, and from which the famous "Band of Brothers" line comes.
When Buffy ask Giles how many apocalyses they've been through, he replies "At least six, but it feels like a hundred." Depending on what you consider an apocalypse, this is correct. That it 'feels like a hundred' is a fun nod to the fact that this was the hundreth episode.
Earlier in the season, it was rumored that the entire town of Sunnydale would be sucked into the Hellmouth in the finale. Although it has never been completely confirmed, Joss had another plan for the season. The original idea was to have Anya die in the rubble, Xander be Glory's other half (instead of Ben), Willow was going to become evil after Tara's death and join forces with Glory, and Dawn was to be bled by Evil Willow in the end, and Sunnydale was supposed to be completely destroyed by the Hellmouth.
Other than obviously Dawn, the most stricken Scoobies by Buffy's death, openly crying, are Spike and Willow, who in the next season are major villains, one trying to rape her and the other one trying to kill her. The other ones just look sad and grim.
Last episode of Anthony Head (Giles) as a regular. He left the show so he could spend more time with his family in England. He then continued to appear as a guest star in 22 episodes for the rest of the show which brought him to 123 episodes in total for the duration of the series including the unaired pilot.
Buffy's death in this episode does not cause the activation of a new Slayer. This can be attributed to the fact that her death in the season one episode "Prophecy Girl" caused the activation of Slayer Kendra Young, who then died and was replaced by Faith Lehane. It can be assumed that because Buffy has already died and been replaced by a new Slayer, she is technically no longer the "active" Slayer, and that the Slayer line now runs through Faith.
Buffy's statement to Dawn, "The hardest thing in this world... Is to live in it", is repeated by Dawn in "Once More, with Feeling" after Buffy reveals that she had been in heaven and that she feels miserable for being alive again.