What Could Have Been: Vic Mackey was originally conceived as a veteran police officer in his late 50s, with Shawn Ryan namechecking the actor Harrison Ford as far as his original vision of what Vic would be like (in other words, Harrison Ford playing a villain). Claudette was a male character whose gender was flipped when they couldn't find a male actor to play the role.
Neither Ronnie or Lem existed in the original script; David Rees Snell and Kenny Johnson initially auditioned for the roles of Shane Vendrell and Terry Crowley, respectively, before Ryan created the roles of Ronnie and Lem for them.
Shane was supposed to have been killed by Vic during their confrontation midway through Season Four (after Shane was ordered to kill Vic by Antwon Mitchell). Lem's death in Season Five wasn't decided until midway through filming of that season; also dropped (but later resurrected as a foiler to keep Lem's death from being leaked out) was the notion of Shane being the one who delivered Danny's baby — and that Danny would die due to complications from the delivery.
The character of Shane may not have survived Season One if FX had gotten their way. The network didn't care for Walt Goggins and made it clear to Shawn Ryan that they might order Goggins fired at the end of the season. Ryan and the rest of the writers ended up crafting several episodes just to convince the suits to keep Goggins around, and it worked; they successfully saved his job and convinced the network that they were wrong to casually dismiss the actor's talents (which may be why Goggins was later cast as one of the lead actors in the FX series Justified).
Season Seven might have been quite different were it not for some behind-the-scenes scheduling conflicts:
The season was originally conceived around Franka Potente reprising her role as an Armenian crime boss; when she decided to do the film Che instead, the writers were forced to rewrite the plotlines involving the Armenian crime syndicate.
The second half of the season was impacted due to Walt Goggins appearing in the film Miracle at St. Anna; to allow Goggins to do both projects, Shane was turned into a wanted fugitive (which meant that they could film Goggins' scenes within a relative short time).