I am only new at this myself but as mentioned collimation is a biggy. Before you go and spend any bucks on the fancier collimators make yourself a collimator cap from and old film cannister like this -
http://www.tomhole.com/Barlowed%20Laser.htm. It will get you pretty good collimation and will certainly show you if you are out.
BTW, that is just the first site I came across on a quick search so have a look yourself.
Cheers
Dave