My tips, in no particular order...
Don't ever, ever, ever use lighter fluid. Best way to start charcoal is using a chimney starter (available for ~$15 at Home Depot), next best would probably be one of those electric starters.
For the more "normal" stuff (burgers, brats, etc), using the standard Kingsford charcoal briquettes is OK, but use lump hardwood charcoal for your real works of art. Speaking of charcoal, magiciansampras noted that you don't need to overload your grill with charcoal, and that's right - I've got a weber cookbook which recommends 50 briquettes for their 22.5" grills.
If you're using a BBQ sauce with sugar or corn syrup in it, hold off until the last 10 minutes of grilling, or else it'll burn on and not taste so good. Vinegar based mop sauces can (and should) be applied throughout cooking.
For steaks, you don't need anything fancy. Before grilling, I brush on some olive oil, season with salt and pepper, brush it again before I flip it.
Dip a folded paper towel in some kind of oil (vegetable, olive, etc) and use your tongs to oil the grill grate - food won't stick quite so much.