The script was not completely finished when filming began, since the filmmakers were more focused on the story and the action, so the dialogue was mostly ad-libbed throughout filming. Director Jon Favreau acknowledged this made the film feel more natural. For example, Tony's monologue while he demonstrates the 'Jericho' in the desert to the troops in the beginning of the movie was conceived on the spot; Robert Downey Jr. isn't just wearing sunglasses for protection from the bright sun, but also to hide the fact that he is reading his lines off of cue cards. Some scenes were shot with two cameras, to capture lines improvised on the spot. Downey would ask for many takes of one scene, since he wanted to try something new. Gwyneth Paltrow, on the other hand, had a difficult time trying to match Downey with a suitable line, as she never knew what he would say.
Director Jon Favreau wanted Robert Downey Jr. because he felt the actor's past was right for the part. He commented: "The best and worst moments of Robert's life have been in the public eye. He had to find an inner balance to overcome obstacles that went far beyond his career. That's Tony Stark. Robert brings a depth that goes beyond a comic book character having trouble in high school, or can't get the girl." Favreau also felt Downey could make Stark "a likable asshole," but also depict an authentic emotional journey once he won over the audience.
Agent Phil Coulson (Clark Gregg) was originally a much smaller part. In fact, the character at first was only called "Agent," but as filming went on, and Gregg's chemistry with all the other cast members became apparent, they added more and more scenes. Agent Coulson would go on to appear in Iron Man 2 (2010), Thor (2011), Les Avengers: le film (2012), Capitaine Marvel (2019), and would star in the spinoff series, Agents of S.H.I.E.L.D. (2013).
Jeff Bridges said he felt really uncomfortable not having a script or rehearsals, since normally he is very prepared, and knows his lines word for word. Realizing it was like he was in a "two hundred million dollar student film" took the pressure off of him and made it fun.
Paul Bettany has never seen the film, and is unfamiliar with the plot. He said J.A.R.V.I.S. was the easiest job ever, and it was almost like a robbery, since he only worked for two hours, got paid a lot of money, then went on vacation with his wife (Jennifer Connelly, who would later voice the A.I. in Spider-man: Les retrouvailles (2017)). His role would, however, be expanded considerably in the later Marvel films, and even require his physical presence from Avengers: L'ère d'Ultron (2015) on.
Stan Lee: (at around 1h 8 mins) Comic writer Stan Lee appears at Tony Stark's party playing the role of Hugh Hefner, accompanied by three blonde women. Lee later mentioned that it was his most fun cameo.
Tom Morello: Rock guitarist Tom Morello assisted Ramin Djawadi in composing the film's soundtrack. Morello had a cameo in the film as a security guard who gets killed by the Iron Monger (perhaps fittingly, since Morello is a member of the band Rage Against the Machine).