This is a short list but will continue to add more. These are mainly coming from the Qlikview masters summit

Declare all variables in the script (Especially important if you use source control)

Drop the seconds from DateTimeStamps if not needed (probably not needed most of the time)  I’ve been using cast(TheDate as Smalldatetime) as TheDate as a SQL way of doing it (any better ways??)

IF’s are evil, especially if the execute for every row