According to an interview with Kurt Sutter, the pilot episode was entirely shot with actor Scott Glenn in the role of Clay Morrow. After deciding to go in a different direction with the character, the role was re-cast with Ron Perlman and Clay's scenes were re-shot. Also, in the pilot there is still a scene where you can spot Scott Glenn as Clay, after they blow up the warehouse at the end of the episode there is a shot of the Sons running away from the explosion. Scott Glenn can be seen in the foreground and you can also see Emilio Rivera in the group as he was originally cast as a member of SAMCRO but then re-cast as the leader of their rival gang; The Mayans.
The phone tapping device used by the Federal agents in season 2 is in actuality Pro-Tools software running off a laptop and connected to an M-Box interface. In real life it's used for audio recording and editing, not wire tapping.