Do not go off and hit nasty curbs that may not look too bad. I bent two of my TE37SLs, luckily I got them fixed, and they run better than new.
Do not try to run your pads way too thin, especially if they are just some "performance" otherwise street compound. I overheated and burnt through the last bits of front pads which resuted in a screwed up rotor surface. After painstaking sanding (I figured that would be best repair and it worked) I got them back in shape (almost), but eventually ended up with bbk and proper race compound.
Do not use blue tape, looks ugly and clear track tape protects better due to thickness. Apply sparingly, do not get carried away
Take a fire extinguisher to the track on super hot days, I have seen enough fires, if you dont help yourself - you'll help soemone else. I vividly recall the GtR that pulled in smoking, next thing you know flames came out and everyone just stood there helplessly, including myself. Luckily, fire track was driving by and took care of the situation, but the car was ruined badly. One more minute it would have been gone for good.
And the more I think about it, if you have the budget for one more mod after brake pads/fluid is the dedicated set of track wheels/tires, then you dont have to deal with stupid weights falling off, vibrations on the street from wear and messed up balance and you can run some sticky tires which give you the most seconds for the buck.
Proper camber is a must as many pointed out. I run 3.5 F 2.5 R on the street and happy, no isssues.
I close my passenger window, many track organizers will tell you to keep it open, but on dusty tracks if you go off hard with both open, you'll be in for some serious interior detail.
Just my 2 cents