I've seen Bottle Rocket many, many times. I like Wes Anderson a lot. This is the first movie of his I saw, which I bought on VHS from ebay because no rental stores around my house had it. One thing I really like about this movie in particular is the setting and art direction. Where I grew up there was still a lot of mid century stuff in use. Grocery stores still used the same coolers and lights they had since the 60s, many restaurants still looked and operated exactly as they had in the 60s. There was a working car-hop style fast food place in my hometown when I was a kid in the early and mid 80's. I don't think Wes Anderson meant to capture that feeling, I think he was trying to disconnect his movie from our reality, but it does capture that feeling for me. I had an aunt whose wedding reception was held in a house that looked so much like Bob Maplethorp's house including the mid century furniture. Anyhow this is one of my favorite movies.
I can't say for sure but it seems like all of this movie is shot on location. It should have won an award for best location shooting. Plus Technicolor. And the camera work is really great as well.
This is like Philip Marlowe was transported to the 60s and had to deal with weird religious cults and former movie star astrologists. I liked it a lot.