This from an old geezer who's been retired from the engine building ranks for about 20 years (wow, where'd that time go?), now, so, take these suggestions for what they cost you.

Never had any problems, except for the time my brother dropped the carb stem washer down into a 302 and ran it anyway. It worked for about 50 miles, 'til the washer got into the #7 cylinder.
I always set up a window fan a bit in front of the radiator, to ensure a good flow of fresh air in there. New engines with snug tolerances tend to run a bit warm initially, and you don't want it to overheat.
I'd always try to get the timing set ASAP. You don't want it running way off in either direction.
I'd try to vary the engine RPM between 1500 - 2200 or so for the first 15-20 minutes, to change loads on things and vary the oil flow. Helps to prevent glazing the cylinder walls, too.
The subject of cylinder wall lube is probably as much art as science. Depending on the rings (moly, cast, chrome, etc..), I've seen guys use everything from ATF to their own "special" concoctions. It's hard to argue with a guy who's used a certain product, and never had a problem, y'know? We just rubbed a bit of whatever oil the engine was going to live on (Castrol GTX 10-30, primarily) on the cylinder walls, and never had any problems. I couldn't imagine doing one with no lube at all.
That Castrol 30HD has quite a cult following, based on what I've read, but I have no personal experience with it.
After we shut it down, we'd let it sit overnight, if at all possible, to cool completely, then re-check torque on everything we could get to. It may have been over-done, but, that's how we did it. Amazing how things can change after the initial heat/cool cycle.