All-Star Cast: While they already had Jessica Lange, this is the season where the number of Oscar winners and nominees exploded. They have two winners (Jessica Lange and Kathy Bates) and two nominees (Angela Bassett and Gabourey Sidibenote Precious, from the movie adaptation of Push, about an illiterate, overweight teenage girl trying to escape the physical, sexual, and mental abuse from her parents). You could argue this is actually a case of Unfortunate Implications, because all four have factors working against them, that likely made them cheaper to cast. Lange and Bates are both aging actresses (which is considered poison in the youth-obsessed Hollywood), Bates and Sidibe are both not traditionally attractive (read: not thin), and Sidibe and Bassett are both African-American women (who are already typecast and marginalized enough outside of Hollywood).
What Could Have Been: There were apparently talks to give Coven a spin-off series, but Ryan Murphy ultimately decided to wrap up everything in this season. This would likely explain why there was so much word-building put in that wasn't touched, and several arcs being cut short.
Episode 9 "Head" was the second time an FX series closed an episode with some version of the song "Oh Freedom". Sons of Anarchy closed their season two episode "Falx Cerebri" with a choir version of the same song.