Some of my favorite influences (e.g. The Simpsons, seasons 1-9ish, Home Movies) wring an extra dimension of enjoyment out of long-time fans by developing and returning to specific characters, locations, and ideas in their fictional worlds. What starts out as a mild throwaway joke - the name of a coffee shop, some television show the characters watch - can become something that carries the metaphorical smell of your favorite meal your mom makes. Hey, I remember that minor character from an earlier episode, and there he is again, still doin' his thang. There's Troy McClure again on "I Can't Believe They Invented It," etc.
However, I want to make sure I don't repeat the mistake of later seasons of The Simpsons, in which the characters started knocking against the fourth wall by being overly familiar with each other. The main characters shouldn't know "Snake" by name, for example, but you'd probably see that happening if you could force yourself to watch the bloated corpse of the show being dragged through its 20th season long enough to see it. I can't. I don't want my characters to start being snarky about the episodic nature of their lives; I generally don't like fourth-wall-breaking because it offends the intensity with which I've thrown myself into my imagination since childhood. If you want to make some "director-level" aside to the audience, employing what I think was one of the sorts of irony, which I can't remember from the distant past of my education, then fine. But I can't enjoy the characters' conflicts and resolutions as much if they're not even really involved.
My point is, I have a paper tacked to the wall on which I scribble every minor character, TV show, and fast food joint that has appeared, and I want to return to these and lend the world around the show some permanence. Every time the characters flip on the radio and hear KBUX, or Captain Furburt and Buck pop up again, or a celebrity news report covers the seventeenth narcotics-possession arrest of RALF, I know I'll be tickled. But of course, that's the whole reason for doing all of this after all. Sweet self-tickling.