In "Delinquent Justin", David Henrie plays four different versions of himself, two of them at the same time.
Also, Selena Gomez plays herself and Harper in "Family Game Night". In "Quinceanera", she plays herself, her father and her mother. In "Third Wheel", she plays herself and Justin. So, basically, she played almost every main character, except for Max.
Special mention to "Family Game Night" where Alex and Harper's brains are in the same body
She also plays Alex's evil side in the new special, The Wizards Return: Alex vs. Alex.
Jake T. Austin plays Max, Justin and Alex in "Three Maxes And A Little Lady".
Both David DeLuise and Maria Canals Barrera play Alex in "Quinceanera".
Fans theorized that Mason would somehow come back at one point, reverting to his human-like form. This turns out to be what the last few episodes of Season 3 revolve around.
Harper is constantly being written by fans as a girl who has a terrible life at home, and is eventually forced to live with the Russos. In Season 3, she moves in.
Ever since Zeke's introduction, he was paired with Harper by fans, due to their similar Sidekick statuses. In recent episodes, they have a love interest growing.
Many fan stories have been written about Alex fearing Justin leaving for college, and coming up with wacky hijinks to stop him from leaving. In Delinquent Justin, this turns out to be the entire plot, which she has been planning for four years in advance. The entire episode, especially the end, is a Crowning Moment Of Heartwarming.
One of the most famous fanfics in the Jalex fandom, In Fire, In Ice, revolves around the government finding out about magic, and the government hunting down/imprisoning all wizards, and Justin and Alex going on the run desperately trying to survive. In the Season 3 finale, the government finds out about magic and imprisons the Russos along with numerous other wizards.
Of course this was all fake as it was just a test by Professor Crumbs.
Actor Allusion: "Off The Chain" is mentioned by Alex who's actor Selena Gomez has a song called Off The Chain in the episode Eat To The Beat.
Cast Incest: Selena Gomez and David Henrie used to be seen going on a few dates, and being much more friendly with each other than they are with rest of the cast members, throughout the course of filming the show.
Enforced Method Acting: A lot. The show is filled with improv from the more talented actors, and they just role with it.
Doc Venture is the father of another of Max's girlfriends.
The karate instructor from the Shake It Up episode "Kick It Up" is the manager of the 13th floor, where Alex and Harper have their apartment. But he turns out to be Gorog in disguise. He also appeared in Hannah Montana as a monotone casting agent.
The actor who played him in his true form was Linwood Murrow in Angel.
Reality Subtext: David Henrie (Justin Russo) and Selena Gomez (Alex Russo) liked one another in Real Life (and they probably still do), a fact which affected their characters' relationship to the point where even the fans, the critics and their friends noticed that Justin and Alex acted a little "strange" around each other, especially in The Movie.
What Could Have Been: Had the producers stuck with their original idea of Justin and Alex beings friends not siblings, all of the awkwardness involving the popularity of Jalex could've been avoided. Although there is much debate as to whether they'd still act like the same lovable yet snarky couple, if they weren't related.
In Delinquent Justin when Theresa tells Justin and Alex to just say that they love one another (in a non-Squick manner, of course), they both say, "No, we don't!" Everyone was assuming that the producers were saving that up for a Crowning Moment of Heartwarming in the Grand Finale. Turns out that they either overlooked it or didn't want to focus on their relationship over the wizard competition.
The family was originally supposed to be Irish, but was changed for Gomez.
Word of God: About Stevie's apparent death, creator Todd J. Greenwald said on his Twitter that she was fused back together and sent of to an island for 6 months of 'Soul Rehab', and that she now lives a happy, fulfilling life back in the Wiz World with her new dogs, Mark and Susan.