Tip #1: Use a LEGO(R) Brick Separator 
March 4, 2009
This is one of those devices that I wish I'd heard about years ago (and dozens of sets ago). LEGO(R) building has always been a relaxing and fun hobby for me. The only somewhat frustrating task is taking apart some of the more difficult pieces - especially thin flat pieces which seem to meld into one.
This handy device, called a "Brick Separator" fixes this little problem. It really works! Just one will help out with most stuck bricks, and two can pretty much separate anything. I recommend picking up a set of two and keeping them handy when dissasembling sets. At only $1.69 on LEGO.com they are well worth the money! -The BrickMaven
Tip #2: Sort Before You Build
March 4, 2009
Now I'm sure there's as many different ways to build a LEGO(R) set as there are to eat an Oreo cookie (I like to break them in half, in case you were wondering). So there's no one best building technique, but this approach works well for me:
Before I begin building a set, I set aside half of my work surface as an area to sort pieces. Then I begin sorting them by type and sometimes by color. For example, I'll stack up all of the bigger flat pieces that are the same size, place all of the 2 by x bricks in one pile, all the 1 by x bricks in another pile, all the doors and windows in another area, and so on. I put larger pieces further away from me (since they're easier to spot) and smaller pieces closer to hand. I find this saves me a great deal of time while building, because it makes it easier to find pieces. Also, for me, it's actually part of the fun of building. Sorting gives me a chance to identify and appreciate each piece in turn (yes, I know I'm weird), and there's something relaxing about organizing all the pieces.
If you're really anal, you can use cardboard or plastic organizers. This is probably a good idea for the 1000+ piece sets. I recommend using the disposable plastic food containers (made by Glad, Ziploc or Publix) you can purchase cheaply at your grocery store. I find these work better than ziploc bags (which I tried using at first), because you can see your pieces better, and I believe it keeps them in better condition. The other advantage to using containers, is if you have to stop in the middle of building, you can just seal up your containers and won't have to start all over again. It also helps reduce the risk of "pet attack" if you have a cat or dog that loves to pounce in the middle of a table full of pieces to knock them flying.
Another system is to use fishing tackle boxes, or toolbox-type containers built for small screws, nails and hardware. These will often have adjustible sections so you can expand them if needed. The only down side is that most of these containers do not hold very many pieces, nor do they accommodate larger pieces.
My wife's technique I call "52 pick up" after the card game. For her, the fun is dumping all the pieces out and then playing hunt the brick. You've got to love a woman who appreciates a good LEGO(R) set.
It doesn't really matter what approach you use, the goal is more than just finishing the model, the point is to have fun building and playing from start to finish! -The BrickMaven