Revealing mistake: Both the good and evil Willows' faces are barely seen onscreen at the same time due to them being played by the same actress, but when they occasionally are the good Willow stands out from the picture more than the evil Willow. She must have been filmed separately from the good Willow and edited in later.
Continuity mistake: When Buffy and Spike are fighting on campus during the day, Xander tries to help Buffy but Spike throws him against a lamppost. When he lands in the ground he falls completely on the grass on his side but if you look behind Spike in the next shot he lies half on and half on the grass on his front.
Continuity mistake: In 'Consequences' Buffy says to Faith 'Less that 24 hours ago you killed a man'. In 'Bad Girls', Faith kills Finch in the alley on the first night. One night later Buffy and Angel are attacking Belthazor, the night after that is the night when Buffy dreams about drowning, so the night when Buffy says this is actually about 72 hours after the murder.
Audio problem: In the episode 'Once More, With Feeling', when Anya sings her first few lines of the song 'I'll Never Tell', you can still hear Xander talking about omelettes in the background, but for the last few lines he speaks (from 'I could do an omelette' onwards) you can see over her shoulder that his voice is dubbed.
Plot hole: Healing Angel requires draining the blood of a Slayer. Buffy tries to kill Faith in order to get some of her blood but Faith gets away after Buffy stabs her at the end of "Graduation Day Part 1." The amount of blood on the dagger that she used wouldn't be enough blood to heal Angel, but it'd be a start. So why didn't Buffy just use some of the blood on the dagger? In the very first shot of "Graduation Day Part 2" we see the dagger coated with the stuff.
Continuity mistake: In the very last episode, Chosen, in the shot right before Spike's amulet sends out the blast through the roof, you can see an ubervamp just about to pin him against the wall and in the next shot he is standing in the middle of the area backing up toward the stairs and then he sends out the blast. There would never be enough time between the shots for Spike to break free and then go and stand in the middle of the floor.