When Shane is talking to Julian in the car outside a prostitute's apartment around the 11 minute mark, the camera can be seen in the reflection in the apartment window.
At the apartment shooting, Detective Mackey uses a pair of needle nose pliers to pull a bullet that will be used for evidence out of a wall. Although a popular and dramatic technique used on police shows and in movies, evidentiary bullets are never pried or pulled out of an object, as it can damage the striations that are made by the barrel's lands and grooves when the round is fired. These striations are unique to that weapon, and damaging them can make the bullet useless for comparison. A seasoned police officer would never do this. CSI units would cut out the section of the drywall that contains the bullet, and carefully remove the bullet in the lab.