Except for the scenes shot on location in London in the first episode, the whole series was filmed in Wales, including the scenes set in Essex. The house which was used as the Shipmans' (Gavin's family) house is located in Dinas Powys, a village 1 mile North West of Barry, where the Wests (Stacey's family) live.
Gavin and Stacey's surnames (Shipman and West) are named after the famous British serial killers Dr. Harold Shipman (one of the most prolific serial killers ever, believed to have had least 200 victims) and Fred West. Also Pete Sutcliffe (Adrian Scarborough), has the same first and last name as the man known as "The Yorkshire Ripper".
It could also be considered plausible that the use of the surnames of well-known notorious British Serial Killers, for the surnames of the 2 main families and a minor character, a creative choice that many people find/found offensive, was actually a deliberate decision to re-claim the Surnames with good intentions, so all families with the surnames of West, Shipman and Sutcliffe now have positive associations.
The "Jamdani Hash" curry that Nessa orders in the series described as being "duck cooked with honey and lime" is indeed a fictitious dish. However a curry house in the Welsh capital city Cardiff frequented by Ruth Jones has created the dish and placed it on their menu in honour of the series.