Shakugan no Shana/WMG

Yuji's mom was magically brainwashed by his father.
Clearly, no person could be that much of a surprised-by-nothing doormat Yamato Nadeshiko without being the zombie servant of some kind of Evil Overlord.

Shana's skirt is actually magic.
Shana usually has a normally functioning Magic Skirt. However, we see a Panty Shot for a few frames during the most climactic battles. Why would this be? Clearly, Shana uses Alastor's magic to power her Magic Skirt. The skirt only fails during the most intense battles, in other words, it does not operate properly when Shana is completely focused on very strenuous combat. That's when her powers are completely occupied for other uses, and she has no energy or attention to spare for maintaining her skirt's magic.

The Snake of the Festival is Deus.
Think about it. He's stated to be the "god of creation", and the function that humans serve for denizens is awfully similar to the Wels. . He was also in a dormant state at the start of the story and had to be "reactivated", a goal several individuals that worked for him had been working towards for a long time. Finally, he provides power to the main character in an indirect manner at first.

Yuji is a eunuch.
He has had two very beautiful girls (and schoolmates to boot) confess to him, yet he never does anything about this and he even fails to notice it when Shana's clearly jealous of other girls around him. Something about him must definitely be wrong. Also consider his age, when boys no longer think just about toys and playing soccer!
 * Alternatively, Torches are genderless... Remember how Shana called him "it" in the beginning?

Yuji's Dad is Sabrac.
We never see the two in town at the same time, and they share a similar hairstyle. Not to mention the way that he apparently has experience stalking people and can block Shana's attacks, it seems entirely possible that this is the case.

The circumstances behind Yuuji's "first" death are going to be an important plot-point later on.
Isn't it weird how we never found out which Tomogara exactly sucked him almost dry in the first place and why exactly the Reiji Maigo choose him as it's new host?
 * Maybe it was done secretly by his dad Sabrac (see above).

Shana is a saiyan.
Her hair changes color when she powers up and she gets stronger with every fight.

Losing all your Power of Existence doesn't kill you.
It transports you to the realm of things people no longer believe in - Gensokyo.