Lots of great advise so far, but I'll throw in a couple of extras...
As noted before, the primer catcher can be a pain. It pivots on a small cotter; that's the problem 'cuz it gets sticky. Drill the hole a little bigger, then put a single pin through it, not a cotter. Also, another caster suggested taking a small magnet and attaching it to the top of the swivel-part of the catcher. That provides enough weight to guarantee that the swivel drops back into position each time the tray is lowered...
If you deprime with the Dillon (ie: handgun reloads), the press WILL get dirty. Clean it frequently. Also, spent primers will sometimes disassemble when punched out, and you will have an anvil or even a whole primer get into a space where it doesn't belong. If the press doesn't seem to be working smoothly, stop and inspect thoroughly for debris in unexpected places.
Don't go too fast. Primers can jump out of the cup on the priming tool. (See above)
I have found that I need to rotate the powder canister around to find the "sweet spot" on my press. Sometimes the rod (that operates the powder throw mechanism) gets bound up and impedes the handle operation. Tweaking the position of the powder assembly on the tool head realigns the rod and removes that annoying characteristic.
When you adjust your dies, remember it's a work in progress... I set them with a single case to get close, but the shell plate will flex a little. So you gotta reset the adjustment with all stations filled, priming, seating bullets and setting the crimp. That's the only real setting that matters; when they're all doing their job, so that's what you adjust to.
If you have to stop and fix something, take any charged cases out of the press so you don't double charge. Walk them through singly to complete, or empty them and start over... Up to you... but don't raise the shell plate twice in the same position. (As stated previously)
Oh yeah... get more toolheads...