The bathtub that Jimmy lies in was filled with Joy Soap (a strong dish-washing detergent), and while Jake Gyllenhaal closed his eyes (that had contacts in) while submerging himself under the surface, "the stinging of concentrated soap on [his] nose hairs" caused great discomfort in each of the 6 takes that were shot.
John Carroll Lynch's father role was originally meant to have no dialogue, and was even considered to be taken out of the story, but due to so many good actors coming in to audition for the role, and Lynch's many meaningful additions to the story, the role was kept in.
In the DVD commentary, director Blair Hayes and Jake Gyllenhaal have an argument around the time when Jimmy gets the scooter in Las Vegas, and the sound of (probably fake) fighting can be heard. Later in the commentary, Gyllenhaal leaves briefly and receives high praise from Hayes, relating him to Buster Keaton.
Jake Gyllenhaal later said in interviews that the original screenplay was a dark comedy with very odd undertones, actually quite similar to Donnie Darko (2001) in style. Studio interference turned the final film into a typical teen comedy.