Well, I'm no expert by any means. Taking classes from someone much more talented than myself now. But here are some for a start:
Use a textured paper or sandpaper. Canson Mi-Tientes is a good textured paper to start with. If you can afford it, Ampersand Pastelbord is the best surface for me. Board covered with sanded texture, and very sturdy. Only problem is finding a frame thick enough for it when you're done. (Blick Spectrum Frames work well.)
Do not use a fixative. They always darken the picture and make it spotty. (Johnny Depp here looked much better before he was sprayed.) Instead, mount it behind glass, with a mat to keep space between them.
Use harder pastels (such as NuPastel) for your base colors, softer pastels for layers on top of that, and pastel pencils for details.