The story of Konata saving Tsukasa was retold with a parody of Street Fighter, featuring Guile. Konata has a Shotoclone moveset featuring the Tatsumaki Senpuu Kyaku. The Versus screen is taken straight from Street Fighter III: 3rd Strike.
The gang were trying to pick Keroro Gunsou toys at the UFO catcher.
Tsukasa's mention about the dentist's drills reminded Konata about Getter Robo. "Change Getter!"
Konata was also reminded about Gunbuster when they talked about the entire dentist experience, complete with a cute nurse doing Noriko's little dance in front of a spaceship.
Earlier, Konata seeing a discount for QUO cards caused the Gunbuster march to appear as concentration music.
Internal reference: the drama CD/anime seiyuu discussion was basically referring to this series.
In Kagami's Imagine Spot about Konata working in the bookstore, Konata stole bookmarks put next to a SHUFFLE! float.
Konata mentions seeing a girl in a sailor uniform holding a machine gun on the train platform. A reference to Sailor Suit and Machine Gun, a 1980s TV drama that was remade in 2006, which OP was sung by Kagami at the end of episode 4.
The entire episode is a trip to Comiket or Comic Market, the world's largest Doujinshi fair.
Huge Haruhi poster on a moving truck, not quite sure if it's a Gekisou advertisement.
When Miyuki's playing with her cousins, she reads the Chihayafuru card. This was more obscure back then, as Lucky Star's broadcast run was the same year Chihayafuru began serialization and ended before the first bound volume hit.
In the Animate scene, when Mieto's assistant yells "Boss, we got her!" he is inside Giroro's tent from Keroro Gunsou.
Lots of references to Keroro Gunsou in this scene. For one, each assistant seems to parody one of the central characters: the male with the walkie-talkie is Giroro, the brunette is Tamama, and the blonde is Keroro.
When blocking Konata's path, the brunette and the blonde laugh like Tamama and Keroro, respectively. Tamama's tail can be seen on the back of the brunette as well.
When Konata is at the register, the store employees' facial expressions reference the characters of Keroro Gunsou.
Da Capo is referenced twice in this episode, with Konata parodying Nemu coughing up sakura petals, and the opening itself is parodied, with Konata playing the roles of Nemu, Sakura, Kotori, Moe, and Junichi, complete with the Da Capo opening music.
In the English dub, Crispin Freeman and Michelle Ruff voice two characters that are suspiciously similar to (they look, talk, and act the same as) Kyon and Yuki. Then Kyon and Yuki announce the next episode.
Kagami is instructed by Konata to buy a Code Geass manga.
Otaku mistake Tsukasa for Akari Kamigishi, prompting her to say "Hiroyuki-chan," which is what Akari calls male protagonist Hiroyuki Fujita, and one of the photographers is the director of the first season of Suzumiya Haruhi (the guy with the large glasses and camera).
Anime Tenchou tries to sell Konata the Season 1 Image Songs for Haruhi, only for her to walk out because Kagami wants to meet her.
While Akira sings Misoji Misaki, Minoru wonders for a moment whether he should sing Kentai Life Returns, one of Kyon's image songs. In the credits, Akira's seiyuu sings Misoji Misaki in real life.
The split screen when the Izumi-Kobayakawas prepare for Konata's birthday is taken from 24.
Hiyori puts Suzaku as her name when they went to bowl, and odds are it's Kururugi they're referring to here. Also, the adjacent bowler's lane has the names of the SOS Brigade members on the scoreboard.
Hiyori parodies the nullification of Ryoko's Data Link.
(From here): The censored "undo" spell Kagami reluctantly shouts in her dream is: "Konata to gattai shitai!" ("I want to unite with Konata!") — a close parody of "Anata to gattai shitai!" ("I want to unite with you!"). The latter was a highly-promoted catchphrase from the TV series Genesis of Aquarion, in which flying mechs and their human pilots literally merge into one gigantic entity.
When Konata briefly mentions the Lodoss Tabletalk Game, she's talking about Dungeons & Dragons, specifically the campaign replays published in Japan that would eventually become the basis for the anime of that name. Naturally, most pen and paper RPGs are classified as Tabletalk RPGs in Japan.
The promo food items that look out of place in the fantasy-based MMORPG are a poke at The Tower of Druaga MMO, which did much the same thing.
The song that plays briefly during the volleyball game is the theme of Attack Number 1.
In the volleyball game, Konata calls out her serve similar to how a certain Bleach character fires his attack
The name of Konata's MMORPG is never given, but the BGM for it is "Filna Fatansy"
A strip in the last bonus section of manga volume 7 points out the Vocaloid resemblances (Kagami - Miku, Tsukasa - Rin, Miyuki - Lukanote stated as "Third character not yet revealed").
Also in manga volume 7: when Kagami complained about Konata's huge (and growing) Dating Sim backlog, Konata wished she had the ability of Keima Katsuragi.
Keima was again referenced in Volume 8: over an online chat Kuroi mentioned there's been an increasing number of openly otaku students. When Konata asked for details, Kuroi said "there's this one who was playing on his portable game machine during class. It seemed like a Dating Sim, and the guy was really into it."