1. Start off with just a small space to get the hang of things before trying to tackle an entire room. If you are new to a specific technique, it will be a lot easier to cover up any mistakes on a smaller surface.
2. Always make sure that the workspace that you are using is neat and tidy. Nothing worse than trying to do some work in an unorganized space. This includes things like neatly taping non painted areas. This is especially important when you are doing this type of painting for a living or side job and are working in a client's home. You want to at least give the appearance that you are well organized and know what you are doing.
3. When doing a faux finish to a room, always tape off anything that is not going to get painted. You should also use the best painters tape that you can find. The cheap painters tape tends to stick poorly and can cause the end result to not be as tidy as you would like since paint can sometimes leak under the paint. A good quality painters tape can and will prevent this from happening. Also, always remember to wait until the paint is completely dry before even attempting to remove the tape. There's nothing worse than ruining an excellent paint job because the tape was removed too soon.
4. When you are starting to try a new technique for a faux finish, try getting samples of the paints first and do some on small practice pieces of wood or foam. Do the exact same thing as you would if you were going to do an entire wall, just do it at a smaller scale. This should give you lots of practice on the technique for the finish and give you more confidence when you do the real thing on a wall. Another good reason to doing samples like this first is to be able to try different colors and make sure the colors that you pick go well together and look good. Many times you can choose two or more colors thinking that they will work great together only to find that they clash when they are used in a faux finish application.
5. When shopping for glaze, buy the best that you can afford. If you can afford not to skimp, don't! Also make sure that the glaze can be used with the paint that you are using.