Just a few things I've learned running my DF game. Some I guess I knew before, but this game has really highlighted them for me.
Spectacular deaths seem like gloating. I've long since lost the link, but another blogger suggested giving dead PCs a spectacular - or at least gorily interesting - death. I did that for the first few . . . and found it was pretty uncomfortable. It didn't put a light spin on losing your guy, it just seemed to be like rubbing it in. So I've gone back to my very matter-of-fact "Okay, you failed your death check. Your body drops to the ground. Sorry man. Okay, who's next?"
There is an idea out there that you should really enjoy your PC's death as much as his or her triumphs. But at least in my group, with me as the GM, it comes off badly. So I stopped.
Tracking minor consumables. I trust my players to do this, but I really hate to do it myself. I will spot-check, and if it's not on your sheet you don't have it, but that's about it. Minor resources tracking is fine in certain circumstances, but in general, it doesn't add enough to my games to spend a lot of time on it.
I hate playing out the meeting scenes. Seriously. It's my least favorite part of play - "you all meet in the bar" is pretty thin but at least it moves you forward. I dislike either playing, or running, that first session when you spend half of it having your guys meet his guy. I do my best to gloss it over in my games. Instead I try to find some connection between the PCs. If they do meet in a bar, I just make them sudden drinking buddies. But playing it out? It's asking for a "who's katana is longer" contest and it never ends well in my personal experience.
Just skip it. The new guy used to serve with/go to school with/drink with/live near one of the old PCs. Whatever it takes, just get the guy into the group and get on with playing.
I think the theme on all three of these is, just get on with it.