The scene in which Neal "disappears" into a crowd after being on the phone with Peter wasn't CGI or special effects and wasn't even intentional. Matt Bomer happened to just step away at the right moment after filming and it showed up looking like he disappeared and Jeff Eastin decided to use the footage.
Matt Bomer shot his scenes in the judge's office alone; the actor playing the judge filmed on a different day.
Neal spinning back and forth in the chair in the conference room was inspired by the fact Matt Bomer was doing it in between takes. The director liked the idea, reasoning that Neal might be bored enough to actually do this.
The name of the bakery Mozzie buys for Neal is "The Greatest Cake" which sounds like "The Great Escape" when said aloud.
Peter cuffing Neal's hands in front and then draping his jacket over them to make it more considerate was Tim DeKay's idea while shooting.