Here are a number of simple tips or a few common mistakes made by Nikon users:
Forgetting the ISO setting
this is (was) my most common mistake with the D70. This improved a little bit on the D200 because the ISO value is displayed in the viewfinder. What is the problem ? You take pictures in the evening, pushing the ISO value to get a proper exposure (up to 1600 for instance). You keep shooting and switch off the camera before going to sleep. The day after, you take your camera to take nice landscape pictures in the sun, and of course the first ten pictures you take will exhibit a lot of noise because your ISO setting is still 1600. It needs some discipline to reset the ISO value to a normal value after a photo session or to check before taking any picture.
Forgetting the commander mode setting
this is another common mistake on camera's with a built in flash with commander mode option. Usually, when the commander mode is activated (because you are using the on board flash to trigger remote wireless flashes), the built in flash is just firing low power signaling, but it does not flash full power. The light is coming from the slave flashes, and this is working perfectly. Once again, the day after, you forgot everything, you need the on board flash, and your pictures are way underexposed. Why is that ? because you think the flash is flashing but in fact as a commander and it does not give any usable light during the exposure. You have to go back to the menus and select a normal mode like TTL. On the D200, you might select commander mode AND TTL flash at the same time but this will happen only if you select the right options in the menus (see user manual)
Shutter speed rule of thumb
this is something most photographers know. To get sharp pictures when hand holding the camera (to avoid motion blur due to your own movements, not to freeze subject movement), you need to use a shutter speed equivalent to the focal length, taking the crop factor into account, this means that with a 200mm lens (equivalent to 300mm magnification on a cropped sensor), you will need a shutter speed faster than 1/300 second. For a mathematical analysis have a look at this: rule of thumb
The function button on the D200
the default setting of the function button on the D200 is to pre-flash when the flash is being used... If you don't want to be disturbed by those flashes because you hit the button by mistake, just allocate a more useful function to the button.
Setting the right white balance
Most people leave white balance on auto mainly because not too many people really understand white balance and color temperature. You can circumvent the issue by shooting in RAW, because you can correct white balance afterwards (with Photoshop RAW plug-ins or Nikon Capture). But in real life, I try to shoot JPEG and get things right in camera to make my workflow more efficient.
What is the problem ? If you don't select the right WB, you'll get strange color casts in your pictures. The proposed modes are usually enough to get the proper color temperature. My experience is that it is important to really select the right WB, for instance flash when flashing (strangely enough, the auto mode does NOT work properly), tungsten for night street photography (close to the color temperature used for city lights), cloudy weather..., the auto mode is working reasonably under the sun for normal holiday photography. Also NEVER forget to reset the WB setting to auto if you don't want to check every time, otherwise you'll get very annoying color casts in the subsequent pictures (for instance flashing in the evening with flash WB, taking the camera to shoot landscapes in the sun the day after - you'll get blue pictures impossible to correct in post-processing). To set WB also look at the expodisc trick.