To shoot the title sequence, the production crew took a four day trip to Louisiana, Chicago (where the church was filmed), and Seattle (for the bar scenes and writhing bodies). They would jump out of their cars as soon as they saw something they liked, or got permission to shoot people's homes, like the man in the rocking chair. He later had a few beers with them. Executive Producer Mark Bayshore is the man dancing with the girl, her arm around him, and his sons are the boys with berry juice over their faces.
The title sequence avoided using any of the actors and actresses, because Alan Ball dislikes other television shows that do that. Since we're watching these people for the next hour anyway, he doesn't see the point in it.