The phone Ballantyne uses at the train station was actually an art department prop, which was positioned to obscure a sign. The poles holding this sign up can still be seen behind the phone.
Due to her previous role as a policewoman in The Bill (1984), Jaye Griffiths was an experienced driver and was able to do some of the more extreme driving in this episode.
When Beckett first calls Ros, he asks to speak to Terry, but Ros tells him that Terry is gone. We eventually find out where Terry has gone, and why, in episodes 4.1 ("Absent Friends") and 4.2 ("Sacrifice to Science").
Ed's helicopter is a Hughes 369E (better known as Hughes 500).
The black helicopter is an Agusta A109A Mark II, and can be seen in several other British television shows (rather appropriately, the registration number is G-TELY).