King Zøg's line, "Bite my shiny metal axe" is a reference to another character John DiMaggio voices Bender, from Futurama. In the show Futurama one of Bender's famous lines are, "Bite my shiny metal ass".
The episode title is a double reference: "Highway to Hell" by AC/DC "Stairway to Heaven" by Led Zeppelin. The title itself is spoken by Luci as he and Bean go to Hell.
The image of God is taken directly from some Jack Chick comics.