Print out your recipe and all steps.
Brewersfriend.com has a really great tool for that. Takes you step by painful step through the prep/setup process.
Read everything twice. Then read everything two more times.
1) Calibrate your thermometer.
2)
http://www.brew365.com/mash_sparge_water_calculator.php Use that link to calculate your water needs.
3) Preheat your strike water on your kitchen stove while you are setting things up. This will save you propane. A lot of propane.
4) Begin heating your sparge water as soon as you begin your mash. Heat it on the kitchen stove to save propane. You'll want your sparge water to be about 180*F if you are batch sparging.
5) Measure the amount of water you have going from mash tun to boil kettle by first draining into a 1-gallon pitcher
6) If you are building water from RO/Distilled - you can add all the stuff the night before to save time.
7) Buy an extra hydrometer. You will break one. When you need it most.
8) SANITIZE everything.
9) A 20" wire whisk works better than a mash paddle for mixing grains. And is likely cheaper.
10) 2-3yrds of Voile fabric lining your mash tun work better than a manifold/false bottom and make clean up a BREEZE
11) You CAN leave the lid off the pot and stir while chilling with an immersion chiller.
12) AERATE you wort. I drain mine through a double-mesh strainer into my fermenter for aeration.
13) Don't forget to take your yeast starter out of the fridge when you begin heating the mash water.
14) Keep pen/paper handy
15) Cool your wort samples in an ice bath before taking a hydrometer reading (more accurate that way).
16) Have everything in its place and a place for everything. BEFORE you start your actual mash - make sure you have all the tools/hops/yeast/etc... within easy reach.
17) DOUBLE CHECK your valves. Test them before you start your mash to make sure they are closed and don't leak.
18) DOUBLE check the hose clamps on your immersion chiller - test for leaks/cracks/etc...
What setup are you using? BIAB? 2-vessel? 3-vessel? How are you cooling?
I could go on - but really it will be better to know how you plan to brew so I can give tailored advice.