Filming of the episode took place in Miami and Los Angeles. Shooting began on the first episode on September 18. The network took advantage of the Florida Film Commission incentive program which provided a 15% rebate of all money spent in Florida on the production (which was up to $2 million) to encourage film and television production in the state. The incentive was first launched in 2003, and was refunded by the state legislature for 2006 with $10 million, its largest budget to date. President of Entertainment at Showtime, Robert Greenblatt said "I've always felt that location is a strong starring character and adds to the success of many shows."