Actor Allusion: In the anime, Konata is a fan of Aya Hirano, her own voice actress; she also dresses up as Haruhi (and even does the voice) in a continued reference.
Apart from all the Shout Outs, the voice actors of the primary Five-Man Band in Haruhi Suzumiya voicing themselves at one point or another.
And in the English dub, Patricia Ja Lee as Patty Martin, a character that was designed to be an Affectionate Parody of her.
Lampshaded in the second episode with a conversation about how one feels when an anime uses different seiyuu than the drama CDs between two characters whose anime seiyuu differs from their drama CD seiyuu.
Cash Cow Franchise: Good grief. For now, let's just talk about the music. Even excluding all the background music (which is packed in with the Japanese DVDs) and the two drama CDs, there are still 31 different CDs out.
And with all these songs — like Haruhi — came a concert in 2009.
Plus the fact that Satte, Saitama is Konata's house and Washinomiya Shrine is real (with 450,000 people attending the shrine) and that they sell residential certificates of the Izumi and Hiiragi family, wooden cellphone straps, sake, balsamic vinegar, etc.
Goes far enough that 1) the city's economy has skyrocketed since Lucky Star aired and 2) the girls are honorary citizens by now. Talk about successful marketing.
For Misao, "Fang-tan", a nickname shared with Tsuruya.
For Soujirou, "Awesome-kun", for having what is considered to be the epitome of an otaku's dream life (well, leaving aside his dead wife,) as well as having a daughter who appreciates and emulates his hobbies.
God Never Said That: There's a rumor (which even persists on this wiki) that in a manga omake, Word of God confirmed that Kagami had a one-sided crush on Konata (which of course is prime fuel for the shippers). Except...that this omake doesn't exist, but of course the shippers love to propagate the rumor without ever checking for a source. (The lack of scans online beyond the beginning of Volume 2 contributes to this.)
No Export for You: Due to Bandai pulling out of the North American market, volumes 9 and up of the manga remain in Japan only. Sadly there seems to be little interest in fan translators to pick up where the official releases left off.
Non-Singing Voice: Everyone in the English dub. For example, during the karaoke box endings, the dialogue was dubbed, but the singing was left in Japanese, so we've got Wendee Lee talking and Aya Hirano singing, and so on.
The Other Darrin: The voice actresses for Hinata and Hikage Miyakawa were changed in Miyakawa-ke no Kuufuku.
The Red Stapler: The Hiiragi sisters supposedly work at the Washinomiya Shrine in Washimiya, Japan. It's the oldest shrine in the Tokyo area, and ever since Lucky Star first aired in 2007, otaku have been making "holy pilgrimages" to the shrine during holidays- especially on New Years Day. ALL BECAUSE OF LUCKY STAR. The town's economy has skyrocketed off Lucky Star related merchandise alone.
Furthermore, the nearby town of Satte is where the Izumi family lives in the series. The Izumi family: Konata, Sojiro, Kanata, and Yutaka, have been made honorary residents of the town. Kagami Yoshimizu lived in Satte when he created Lucky Star, and after he moved out, the city renovated his home into a recreation of the Izumi household.
Throw It In: Tsukasa's voice actress said she and the rest of the cast were encouraged to ad-lib. Tsukasa's famous "barusamikosu" line was one of those moments.
Write Who You Know: Yoshimizu did not designate any particular person as his self-insertion; instead he split many facets of him into different characters. Word of God said the part about Hiyori Writer's Block strips was referring to him.