(in one or more episodes)

Hugh Beaumont directed several episodes of Leave it to Beaver
Jerry Paris directed most episodes of the Dick Van Dyke Show
John Ratzenberger directed a few Cheers episodes
Desi Arnaz was executive producer of I Love Lucy its whole run
John Waite directed a few episodes of The Waltons
Bill Daily co-wrote one episode of I Dream of Jeannie

tina fey was both head writer and a cast member of saturday night live

Jerry Seinfeld

Larry Hagman was executive producer of original-recipe Dallas on CBS in its latter years.

Lucille Ball was head of Desilu while portaying Lucy Carmichael on "The Lucy Show" and the head of Lucille Ball Productions while portraying Lucy Carter on "Here's Lucy".

IIRC, James Brolin was the director of a few episodes of Hotel on ABC.

Sitcom stars that helped to produce their own shows:

Lucille Ball & Desi Arnaz
Danny Thomas
Carl Reiner
Andy Griffith
Bill Cosby
Roseanne Barr
Ozzie Nelson
Robert Young
Matthew Perry ("The Odd Couple")


Stars that helped to produce other sitcoms:

George Burns - His own series plus "The Bob Cummings Show" and "Mr Ed"
Phil Silvers - "Gilligan's Island"
Bing Crosby - "Hogan's Heroes"
Mary Tyler Moore - Co-CEO Of MTM Productions with her husband Grant Tinker, who died last month
David Letterman - His company Worldwide Pants produced many shows including "Everybody Loves Raymond"
Sheldon Leonard - With Danny Thomas and Carl Reiner, they created a mini-sitcom empire in the 1950s and 1960s with shows like "Dick Van Dyke". "Andy Griffith", "Gomer Pyle" and even the hit drama series "I Spy".

David Schwimmer directed some episodes of Friends.

Larry Hagman directed some episodes of I Dream of Jeannie.

Michael Landon wrote for Bonanza, Little House, and Highway to Heaven. Also heavily involved with the latter 2 as producer, and did some directing as well.

Victor French I believe did some Highway to Heaven directing.

James Komack did some directing I believe for The Courtship of Eddie's Father. I think both he and Bill Bixby did some directing for that as well.

Kevin James I believe was executive producer of The King of Queens.

Ray Romano I believe was one of the Everybody Loves Raymond producers.

I think Richard Crenna was involved with the production of The Real McCoys.

Don Johnson and Edward James Olmos each directed an episode of Miami Vice.