The Madrigal building was really a newly built high school that had not yet opened.
In the Madrigal building, the logo for Burger Matic is seen. This was the name of the restaurant in creator/writer Vince Gilligan's Home Fries (1998).
When Walt and Mike are seated in Mike's kitchen, on the refrigerator door behind Walt there is a piece of paper written on in crayon saying, "Blue is Good" "Yellow is bad" in their respective colors. Green is also shown, but partly obscured by Walt ending in "is nice." These colors and their associated themes run through the entire series.
The Diner scene was Laura Fraser's audition scene.