Kaoru had been calling the hosts' relationship a make-believe family that would one day have to be broken, comparing it to Cinderella's coach, that was only a pumpkin temporarily turned into one and would have to return to being a pumpkin once the clock struck midnight. In the last episode, Hikaru falls off the carriage and into a pumpkin field (not very discreet, but I am slow), showing how the 'clock has finally struck midnight.' But then later, when Haruhi has taken off her wig (she was pretending to be a guy pretending to be a girl, possibly how she actually felt) and is just herself, and she too falls off the carriage (their make-believe relationship) but Tamaki hugs her anyway.
Yasuchika's insistence that Hunny is an alien is probably where the school newspaper got their alien story.
Renge's crazy movie is even funnier once you realize that except for a few details she was completely right. Haruhi was bullied because she was poor. Hunny is a lot more powerful than he seems. Mori is so supportive of Hunny that he'll go to a different college to help him. Hikaru and Kaoru have to choose between their brotherly devotion and their feelings towards Haruhi with Kaoru being the more mature one. Tamaki is lonely with family strife behind his hyperactive mask. The only one she didn't "re-cast" was Kyoya because she already identified him as having a nice side.
In-universe: The twins realize how Haruhi is so good at handling Tamaki when they see that her father is scaringly similar to him.
Pay close attention, and one might notice how most of Tamaki's sappy inner fantasies with him and Haruhi to some degree eventually comes true; his first fantasy has him hugging Haruhi and telling her he'll protect her, to which we get a shot of her hand clenching him. Then in episode 8, he hugs Haruhi during a thunderstorm and says almost the exact same line, and we get a similar shirt-clenching shot of her hand. Another fantasy is of the two walking along the beach during sunset, and later that episode we get a scene of him carrying Haruhi out of the ocean while it's sunset. He also has several brief fantasies of her serving him home-made food, and in the beginning of chapter 75 we have Haruhi making everything she knows it's his favorite food, and blushing when he thanks her. His final fantasy is of her finding him in the music room alone, playing the piano for her, and a subtle romantic moment follows with her leaning against his back in a fond manner. One chapter later Haruhi finds him alone in the music room, where he's fallen asleep on a window shelf, and a Beautiful Dreamer moment ensues.
At the dance at the last episode of the anime, the manner in which Haruhi dances with all the members seems to symbolize her relationship with them, either currently or as foreshadowing. With Honey, it's a purely playful and silly dance, no romantic subtext of any kind. Same with Mori, who also keeps his stoic face throughout the dance. With Kaoru she dances a bit more fondly, but he then "gives" her to Hikaru. With Hikaru she accidentally grabs his wounded arm which causes him pain, like his unrequited love for her eventually does (her frantic apology to him is even similar to her apology after turning him down in the manga). Her dance with Kyouya is more of a tease as Kyouya at no point tries to "steal" her from Tamaki, although in the anime it could be symbolizing of how his father wants Haruhi to become his fiancee. And/or in the manga, Kyouya in the end states he had no romantic feelings for Haruhi, but even if he did, the Host Club is far more precious to him; he gives her to Tamaki. With Tamaki she has more obvious romantic dance, to which two large hearts by the fangirling customers is even placed not so subtly behind them, making it rather obvious they're bound to happen.
Another in-universe example; when Haruhi's realized her feelings for Tamaki, she thinks how it doesn't make sense as it happened all suddenly. When going to Mei for advice, Mei confronts her by asking if it was really "sudden", causing Haruhi to ponder if all that time, when she thought it was "respect" for Tamaki she'd felt growing inside her, that feeling had actually been love. Awww...
When watching the episode And So Kyoya Met Him, I was really confused by the scenes with Kyoya in his room and the disarray of his clothes. I only realized, watching the episode again, that the increasing messiness correlates with Kyoya's mental state. When he's thinking clinically and following his father's orders in the beginning, his clothes are neatly in the drawers, but his sister is trying to move things around (trying to make him relax and be happier). Once he meets Tamaki, the room gradually gets messier until, when Kyoya is furious with Tamaki, his clothes are everywhere.
Why is Hikaru more volatile and Kaoru more understanding? It goes all the way back to the first game of "Which one is Hikaru?" From Kaoru's perspective, being chosen as Hikaru is disappointing, but not much more than that (at least on its own). For Hikaru, it's him being rejected in favor of someone else—someone he cares for, yes, but is still not him—and that kicks him right where it hurts most. Kaoru, as the only person who comes close to understanding his twin, therefore takes a more grounding role to ensure Hikaru's happiness, lest he fall into despair. When around other people, Kaoru goes to a lot of effort to be just like the increasingly mean Hikaru in order to reinforce that he will always be there for him, but this also serves to poison any new relationships. Once Tamaki and Haruhi come into their lives, however, Kaoru steers the twins' act to something more friendly and Hikaru starts to heal from his years of isolative resentment. Kaoru, who was never as scarred as deeply and had the whole time been exercising his empathy more than Hikaru had, is able to focus on making both of their lives independent and worthwhile in their own right.
Tamaki is evidently a Christian: he references God several times throughout the show (as well as in his character song "Guilty Beauty Love"), as well as Adam and Eve in the first episode with the Zuka Club. This would be rare in Japan — but, of course, it's later revealed that Tamaki is actually from France.
A small and sweet one in chapter 81 when Tamaki kisses Haruhi. He asks her if she liked it or not and we have a shot of Haruhi blushing while there's a sparkly background behind her. Said sparkly background is the same as when she tasted some food earlier in the show and it was used to show how delicious she found it, showing that she really did like being kissed by Tamaki too.
The anime implies (and the manga confirms) the school administration has always known Haruhi's true gender, which only makes sense given she was admitted through a very rigorous selection process, and she never actually lies about her gender to anyone, relying instead on You Didn't Ask. Therefore There Aint No Rule at Ouran against a girl wearing the boy's uniform because the faculty never call her on it.
Japanese Honorifics explain why her teachers never gave away her true gender either: in a formal school environment all of the students would be addressed with the -kun honorific, which is most often used for boys and young men but is actually genderless (see the trope page for a fuller explanation). Note that we never once see the students in class or interacting with a teacher.
Despite the fact that Haruhi's father is loving and protective of her, flashbacks to her childhood have a definite Fridge Horror element to them. Not only did her mother die when she was young, but her dad was so busy and irresponsible that she basically raised herself and took care of him at the same time. The flashback of her father returning home from a night of heavy drinking may be played for laughs, but think a little harder about it: A young girl is home alone for hours on end and isn't surprised when her father is dropped off too drunk to walk properly. How many times had this happened before? Answer: Enough so that Haruhi is used to it. Someone with a more sensitive personality might have been mentally scarred by that sort of childhood.