Bizarro Episode: Episode 21, which unlike any other episode in the series is told in non-chronological order, partakes in psychoanalysis of the characters, and features several sequences in a surreal "memory room" where the characters observe each other's repressed memories as Mahjong tiles. In other words, it's the Quentin Tarantino episode.
Cargo Ship: Seiya went head over heels with glee at the sight of the Aestivalis piloted by Nagare Akatsuki.
Ensemble Darkhorse: Ruri. She's a secondary character with a couple of focus episodes, but the combination of being a Deadpan Snarker and Token Mini-Moe caused her popularity to skyrocket, enduring long after the series had actually ended. Because of this, a time-skipped Ruri got promoted to Main Protagonist in the movie, a move that was met with mixed reception because the two traits that made her stand out had to be toned back: she couldn't be as sarcastic as the main heroine, and she was too old to be considered the Token Mini-Moe any more.
Don't forget Gai Daigoji, for being hilarious and engaging. No joke—many people end up dropping Nadesico after Gai gets killed off, and the Super Robot Wars series likes to increase his role by letting you save him.
The Woobie: Jun Aoi, at least, if you listen to his fangirls...
Woolseyism: Several of the jokes are made much funnier by being delivered by the English language cast who had just done Evangelion. "You mean episode 26 wasn't the last episode?" is funny. Hearing Spike (Shinji) Spencer say it is hilarious. The Directors openly state that some parts were decided upon due to links with other ADV shows. Akito (Spike Spencer - Shinji in Eva) and Ryoko's (Tiffany Grant - Asuka in the same show) roles are the prime examples.
Also a few other Woolseyisms, mostly to make sense of Izumi's lines.
The Mexican Spanish dub of the TV series pull this many times: The most notorious example is when Gai insults Akito since he's a cook: When in the Japanese version, he's simply call him a cook, in the Mexican Spanish dub he insults Akito by calling him Fritanguero. In Mexico, a Fritanguero is someone who sells traditional Mexican food on the streets, but it's also a offensive slang for a cook who only sells junk food on the streets, and it's also one of the biggest insults you can say against a Mexican cook. Obviously, Akito is offended by this.