Some good advice in this thread. I'll just add that sometimes if lighting is a problem in a given situation, increase the exposure bias to +1. That is the diagram that you see on the LCD that goes from -2 up to +2. The Xti is a great entry-level DSLR, but is said to have a little bit of underexposure, which I have seen in my own photos when I first started.
I've got the XTi as well, with the kit lens (18-55 f/3.5-5.6), the 50mm f/1.4 and the 28-135mm f/3.5-5.6 IS. The 50 is great for low-light, though not a really ideal range on the 1.6x crop factor.
I skimmed through the comments about CF cards, but I'll just recommend that you get/stick with SanDisk as far as what brand to use.
Use natural light as best you can, your photos will look much better if you are able to avoid using the flash. Shooting on the wider (lower number) end of the aperture range will typically result in softer images, but it all depends on the lens. If you don't want to spend much money but want a lens with good low-light capability, I would definitely recommend the 50mm f/1.8. You should be able to find it for under $100.