In Lucky Star, Konata loves Haruhi Suzumiya (the Anime,) and she has a ringtone of Hare Hare Yukai. She also reads the "Shuffle!" manga and Code Geass.
Spoiler:
(Fanart, but she actually wears that in an episode. Can't be assed to find a screenshot right now.)
If cameos are what you're looking for, you must/should be searching for CLAMP works. xxxHOLiC & Tsubasa Chronicle would be the perfect example, not to mention that their stories are intertwined with one another. Just to mention Cardcaptor Sakura, and M.K.Rayearth(no real relation, simply a reference to "Mokona")- I'm sure there's no need to elaborate for the avid manga followers... I might also add X (one of my all time anime favorites), though its manga has long been on hiatus for various reasons; and Tokyo Babylon as well, though neither have I read and seen it.
If parodies are what we're talking about, you haven't seen anything yet if you haven't seen GINTAMA. I just watched episode 113 yesterday and Nausicaä of the Valley of the Wind has been added to the countless list of victims they've had. :lol: From any anime/manga series, to video games, to movies, to live-action dramas, you name it: Dragon Ball, Bleach, One Piece, Gundam, Death Note, Naruto, Prince of Tennis, Cat's Eye, Lupin III, Jacky Chan, Kamen Rider, Dragon Quest, etc, etc, and ton loads of more (I can't possibly remember them all can I)... To see is to BELIEVE!