There was a theory that the one who shot Mr. Burns was Super Dude, the dead grade four gerbil that indirectly lead to the school striking oil.
TheRealJims offered two alternatetheories that either Lisa or Marge shot Mr. Burns. He would later release a third theory that Grandpa was the one who shot Mr. Burns and later a fourth one where Bart is the shooter.
Hilarious in Hindsight: This episode has a Take That! against Comedy Central (Smithers becoming an alcoholic wreck who watches the fictitious Comedy Central show, Pardon My Zinger, which becomes a major clue in finding out who shot Mr. Burns), which is funny, considering that Futurama (Matt Groening's sister show to The Simpsons) aired on that channel, with some viewers citing the Comedy Central-made episodes of Futurama as inferior to the FOX episodes and, to a lesser extent, the made-for-DVD movies (the latter of which were meant to be the final episodes of the show).
It Was His Sled: By now, anyone with even a passing familiarity of the show likely knows who the shooter was. The show itself references it whenever it gets a chance.
Rewatch Bonus: Pay close attention on any repeat viewings, and there's numerous subtle hints throughout both episodes towards The Reveal of the shooter's identity.
Values Dissonance: Today, thereís a form of security when it comes to weapons, especially in a government building like Town Hall. However, Mayor Quimby didnít seems to be too bothered about this and let the people express their reasons for being alarmed.