These are some random tips that I keep forgetting, because I don't write enough papers :(
The not so Short Introduction to LaTeX
Run dvips -t letter -Ppdf in order to use letter-size paper instead of A4, and to use high-resolution fonts so the resulting PDF file won't look blurry (a problem with old versions of Acrobat reader).
To make a figure, use Xfig or Winfig to create a Postscript (EPS) file, then use \includegraphics in Latex. You can use the Latex package psfrag to substitute math expressions into the figure.
Or, use JPicEdt to generate code for PSTricks, which can be inserted directly into the Latex source file.