Bolt the Reloader Down to the Right Surface
You will be amazed at how lead bounces. When you spill shot--which you will repeatedly do--it will hit your hard table and bounce to the floor. One friend of mine solves this by bolting his reloader though a large baking tray that has a lip running around all sides. Another solution is to put thin foam rubber, carpet or other soft material around your reloader to catch the ground balls.

If you can bolt your reloader down, do it. MEC says you can reload by bolting the machine to a piece of plywood. This may be true (done that), but you are much better off by bolting it to something solid. Once you try it, you won't go back. Either find a surface you can drill four holes in, or worst case, bolt it to a plywood sheet large enough that you can clamp the sheet to the table.

What's the big deal with bolting? If you have it loose on a plywood sheet, some of your downstroke effort must go to stabilizing the machine, instead of 100% of it going to a solid downstroke. You will lose speed and waste energy keeping the reloader in one place. Also, powder drops can be more consistent with a bolted-down machine.

Be Careful With the Bottles
Don't torque down the powder and shot bottles too tightly. If you do, thinking you're just making them snug, you risk flattening the brass ring that acts like a seal over the powder drop. Doing so can remove its sealing capability, and more powder can leak out from the shot bar as you reload. This is especially true with the unusually fine-grained Winchester powders.

Adjust The Primer Drop Mechanism to Gain Speed
Spend time to set up the primer drop mechanism. It's the toughest part of the setup to get calibrated. But getting it right will save you tons of aggravation. MEC instructions were at first not clear to me about what to do with the retaining clip, a black clip that is flat on one side and an open half-moon on the other. It comes from the factory loose in a bag. It goes between the primer tube and the screw that locks the primer tube in place.

Really tighten that primer screw. If you're too gentle, when you pull the handle, the chain that actuates the primer mechanism will also pull the primer tray to the side, messing up your calibration.

A speed-increasing adjustment
I've seen more than one reloader come out of the box with the shell lifter not operating properly. This device holds the shell up in Station 1 so the Shell Carrier can move after depriming. Check the following to make sure yours is OK: Look in the space right above where the spent primers fall into the tray. You will see a small plate attached to the bottom of a rod. That's the Shell Lifter Bracket. (Buried in the manual, MEC only says that the 'Shell Lifter should go in the yolk [sic].' This is a reloader, not an egg-poacher. I think MEC means 'yoke.') Anyway, rotate the bracket to make sure it is straddling the shell lifter, the removable rod that sits in Station 1. When it's positioned right, the shells will be resized on the downstroke, and will return up so they can be easily rotated to the reprime/powder station.

Look at Your Placement
Get at the right height to see the stations. Seems obvious, but sometimes I make just such a convenience adjustment, only to wonder why I suffered under the previous setup for so long.

Have components within easy reach. Keep shells, wads and a big box for done shells as nearby as possible without interfering with the machine. Take a clue from assembly lines: Minimize movement to maximize speed. You should be able to move each hand no more than 6 inches to pick up a shell and wad for insertion in the next cycle. Putting wads and shells in shallow boxes or containers means less fumbling in a half-closed bag to fetch them.

How to set up your reloader for any combination of hull, wad, shot, powder, and primer:

Decide which hull type you will reload, as discussed elsewhere.
Get hold of reloading data from several manufacturers. You can either get these thin pamphlets from the place you buy powder, or by going to the manufacturers' websites.
Look up the hull type you have, in the gauge you are shooting. For instance, manufacturers may refer to Remington Premier STS as "Remington premier." Determine the most widely used powders from the recipes shown. Write them down. Notice that some powders are best suited for 12 gauge, and others are made for smaller gauges.
Buy one of the powders from your list. Your supplier doesn't have what you want? Watch out! Don't just buy what's around. You've got to buy one that was listed for the hull type you're reloading. They are not interchangeable. When you're messing with 5-7 tons per square inch of pressure, six inches from your eyeballs when the gun goes off, you want to know that someone else has used that recipe successfully before.
Buy the wads and primers listed for the hull and powder you have selected. You will have a bit of selection, depending on what weight of shot and what muzzle velocity you pick. Go first with a shot weight that has the most recipes. A good standard velocity is 1,200 feet per second or thereabout for 12 gauge. The most popular shot weight and velocity is generally the one with the most recipes. You can shoot heavier or lighter loads later, when you're used to the mainstream combinations.
Determine from the powder manufacturer's reloading manual (usually available free where you bought the powder) how many grains of powder you should use for your combination of gauge, hull, powder, wad, shot and desired muzzle velocity.
Look up which bushing you should use from MEC chart. You need to know the right bushing is only an approximation! More on that in a minute.
Put only powder in the reloader. It makes the repetitive process of measuring and adjusting the powder drop a little easier--you don't have to worry about catching shot.
Get or borrow a scale. A good, relatively inexpensive one is the RCBS Model 10.10 Reloading Scale, readily available.
Set up your scale and zero it, according to the scale instructions
Set scale to desired powder charge, so when you pour the powder into its tray, the scale will read zero. This is much easier than trying to remember "was that 16.8 grains, or 18.6 grains?"
Unhook the primer drop spring so you don't have to worry about primers dropping as you calibrate the reloader.
Put empty shells under the reprime/powder station and the wad/shot station. Do not insert a wad.
Drop powder into the spent shell. Take the shot that dropped into a shell and pour it back into the shot container.
Pour powder into the scale pan and see if you are in the ballpark for the number of grains you should be using.
If you are light or heavy, then swap out a new powder bushing. (See the MEC manual for that.) You can file out a bushing to make it a bit larger, or use nail polish to make the chamber smaller. When you have the right weight, the scale should zero out, because you had earlier set it to read zero at this weight.
Retest the new setting on at least two more shells. I say at least two, because the first powder drop will be inaccurate after you've just changed the powder bushing. You've jiggled it, and probably compacted it. Maybe not, but be sure by getting two or three readings before deciding you're done.
This stuff is a pain. But once it's set, that is a real incentive to leave the recipe alone unless you're having problems with it.

There are too many variables involved in powder metering for a given bushing or handbook setting to be precise enough. For instance:

Humidity
How densely packed the powder is (this will vary depending on how much it is shaken, and whether the bottle is full or almost empty)
Manufacturing variations
How much you jiggle the reloader when using it, etc.
If you're just out to have a good time and not shoot a personal best, then you may be able to use the bushing chart. But if you are serious about hitting what you shoot at, you need to know what exactly you're shooting. So spend a few minutes doing the weighing, and you can then leave it alone until you change shell types, or powder, etc. I use a Multi-Scale charge bar made by Multi-Scale Charge Ltd. They are adjustable, both the shot and powder, no need for a lot of bushings,they are more precise, models for single stage and progressive MEC's.

---------------------------------------------------------- So many decisions
Remington STS. Winchester AA. High brass/Low brass. Paper/Plastic. Field/Magnum/ Light/Handicap. The list goes on. So many different types of reloading components available. Where to start to find a combination that's good to reload and good to shoot? Let's start with what we know: If you're reading this information, you probably want to reload a lot.

Be careful using promotional loads from discount stores!
They are often great values to buy and shoot once. But low price comes at another cost: They are usually made with a paper insert at the base of the hull. That insert will eventually detach. Some people say only reload them once. Others say three or four, max. The problem is if the insert detaches when the shell fires, it can lodge in the gun. You may not notice, either because you are using an autoloader and can't see down the barrel, or because you aren't in the habit of checking your two-holer. When you fire next, you run the risk of damaging or blowing up your gun. The promos are good deals, but you can't reload them as long as some other shells.

Which hulls last the longest?
Most of my reloading, 98% is 12 ga., and of that, 95% is with low brass, and of that 98% is with AAs. I have listened to other people who reload and have seen all kind of promos about the STS and the high number of reloads; I have NOT had that high of numbers. In my experience AAs are best. My best average (7-8 reloads) is with AAs. I use both red & silver as I use two different loads, one for trap and medium to long shots at sporting clays, and the other for skeet and short shots at sporting clays. Using the two colors makes it easy to distinguish between the two. The ballistics are the same according to every thing I have read.

When hulls go bad, they weaken and lose the ability to create consistently strong chamber pressures. That's due both to weaker crimps, and cracks in the hull walls. I've seen ballistic research that shows little decrease in pressures for these two shells at up to ten or even more reloads. Of course, your mileage may vary. You will get fewer reloads if you step on them, use unusually heavy powder charges, have wet hulls, etc. So buy some good shells (or once-fired hulls, at about 5 cents each).

Use your head here, and your eyes, too, and inspect your spent hulls. You can do this the instant you take them out of your gun, or when you're pouring them into the box on the reloading bench, or as you reload. I prefer not to interrupt my rhythm to inspect them while reloading. I give the mts a quick look right after I shoot them, then I usually wait till I get a thousand or so before I inspect them closely and deprime them with my 600 jr. as this seems to make the reloading process a lot easier and faster, it seems like there is more consistency.

Consistency
It's a good policy to reload as few shell types as you can. MEC makes a valid point that shells vary in their dimensions, capacity, etc., and you're asking for problems by just running through your reloader whatever the cat brought home. Find and stick to a shell/powder/hull/shot combination that works in your reloader and in your gun. Only when you're completely comfortable with one should you branch out into other combinations.

Keep in mind that some shells are shorter than others for what appears to be the same load. Make note of those shells and don't use the short ones in the future, unless you have lots of them and want to go to the trouble of recalibrating your reloader to make the shells work.

Watch Out For Wet Hulls
If you shoot an autoloader year-round and shells fall on the ground, you're going to get some wet shells. Let them dry out thoroughly before reloading, or you will have wet, useless powder or primers and you won't know it until they don't work. I have a ceiling-high tower of boxes with shells in them. I mark the date I collected the shells, and whether the conditions were at all wet. Then I use the oldest box, and throw out ones with obvious rust.

Some people recommend running shells through the washing machine before using them. This is excessive, stupid and dangerous:

Excessive: I'm unaware of any ballistic data showing that shell performance is improved by this.
Stupid: You are undoubtedly coating the inside of your washer over time with lead particles that will be on your clothes, including your kids'. Lead and kids don't mix.
Dangerous: As mentioned above, some economy shells can come apart under moisture and you may not notice an obstruction in an autoloading shotgun, thus creating a blockage that could blow up your gun.
Save any manic washing urges for your socks.