Loose Threads:

When Ms. Li was making her announcement about the modeling agency, why didn't she just use the PA system?

Why would they need bulletproof skylights for the swimming pool? Bulletproof glass isn't really glass, it's a special plastic that has the unfortunate tendency to break down in direct sunlight. Bulletproof windows in cars and so on have to be replaced approximately once a year, so skylights would be the absolute worst place to put this stuff.

When Daria leaves the modeling class she says she's going to go make a phone call. Does she really make one, or does she just want to get away from Brittany? And if she does make one, who does she call? It can't be to "Brutal Mercenary Magazine", because General Buchonroy says he got a letter from Ms. Li. Was it to let the media know about their upcoming appearance?

Why does Daria know about "Brutal Mercenary Magazine"?

Who is the baby formula guy that Jake has to talk to?

Do Kevin's underwear pics ever get published anywhere?

Notables:

There is an Elvis Costello album titled "This Year's Model"

We find out why Daria's room is padded (the family that used to live there had a schizophrenic aunt).

Mr. O'Neill realizes that some of his students are hopeless, as shown by his comment to Ms. Li after she bursts in with an announcement.

Jodie is at least friendly with Daria and Jane, if not an actual friend to them. She's got plenty of choice of seats at lunch, and sits down with them.

When the modeling agents come in to Mrs. Bennett's class, there's a clock over the door showing the time to be 2:50

"Long in the tooth" is a reference to the way some animal's teeth constantly grow as they get older.

When Romanica picks out Jane and Daria as potential models, she may be going after a decoy, as we later find out she gets.

Daria doesn't talk to her parents much, according to Helen's comments on the modeling class.

Quinn really doesn't like physical contact with guys, even ones she's supposedly dating.

The Morgendorffers get a lot of mail.

We find out about Kevin's other girl, one that Brittany doesn't (didn't) know about.

Either "Brutal Mercenary Magazine" is really thin or Daria is a lot stronger than she looks.

Mistakes:

Jodie asks Ms. Li "why here" even though she (Jodie) is sitting right next to Brittany, and should have been able to hear Brittany's "They go my letter" comment.

When Jodie sits down to eat, there's a blue pin in her hair. When there's a close-up on her face, it isn't there. Later, it's there again.

Brittany is wearing her regular cheerleader outfit on the establishing shot of the class, but seconds later when she's talking to Ramonica, she's wearing a grey trench coat covering her pink gown.

Daria comments sarcastically at the end of the show that Kevin is a pearl in a bed of oysters, a comment Romanica used earlier about Quinn. However, Romanica was speaking with Helen over the phone at that time, Daria shouldn't have been able to hear that remark.

Double Meanings:

When Jodie is talking to Daria and Jane at lunch about the modeling opportunity, Daria says they don't have to be allowed to push it on school grounds, and Jane comments that it isn't fair to the drug dealers, who have to wait outside. Jodie responds that it's completely voluntary so what's the problem... perhaps Jodie is a member of the legalize it crowd.