Peter Firth is the only cast member to appear in every episode of the show, as well as star in the follow-up film MI-5 (2015). He does not, however, appear in Spooks: Code 9 (2008).
Thames House, the Headquarters of MI5 in the show is actually Freemasons' Hall the HQ of the United Grand Lodge of England; which is in Holborn, and thus nowhere near The River.
For much of the first series Matthew Macfadyen's character (Tom Quinn) wears dark glasses, this was actually due to a burst blood vessel sometimes just visible.
The lamp shades hanging from the ceiling of the Grid in season 1 are actually bins from Ikea turned upside down.
None of the episodes had any on-screen credits (until episode 3.6) when first broadcast. That's why everyone is (or should be) listed as (uncredited).