Except for the scenes shot on location in London in the first episode, the whole series was filmed in Wales, including the scenes set in Essex. The house which was used as the Shipmans' (Gavin's family) house is located in Dinas Powys, a village 1 mile North West of Barry, where the Wests (Stacey's family) live.
The Terraced Barry house is someone's actual house - as seen, furniture and all. The occupant 'moved out' for the days of filming.
Gavin and Stacey's surnames (Shipman and West) are named after the famous British serial killers Dr. Harold Shipman (one of the most prolific serial killers ever, believed to have had least 200 victims) and Fred West. Also Pete Sutcliffe (Adrian Scarborough), has the same first and last name as the man known as "The Yorkshire Ripper".
The "Jamdani Hash" curry that Nessa orders in the series described as being "duck cooked with honey and lime" is indeed a fictitious dish. However a curry house in the Welsh capital city Cardiff frequented by Ruth Jones has created the dish and placed it on their menu in honour of the series.
James Corden and Ruth Jones initially wrote a stand alone, hour long episode relating to a family wedding in Wales. They wrote a backstory of the couple getting married, forming the basis of the Gavin and Stacey relationship. The BBC liked the back story so much that they asked Corden and Jones to write a 6 episode series, culminating in the initial Wedding episode.