Hi Diego, this would make a good FAQ sticky thread on here when everyone has contributed
First things first, make sure you get a Wifi connection ASAP. I usually do the first main steps of the setup script, but skip the Google account stuff and press the Home icon when it appears in the notification bar.
Then I setup the Wifi account, turn off "tell me about open networks", turn off the sleep policy, turn off Data Roaming, tick "Only use 2G networks".
I then run App Installer and run the Home install. Then I press Home and select the 2nd option after ticking "Always use this one".
Now I can see a Market icon!
Then I connect to the market, and put in my Google account details.
Then I download 2 widgets, one to put Plane mode on and one to put Wifi on. I then put on Plane mode, and then put Wifi back on as Plane mode turns it off.
I then go to About Phone and check what Firmware I am running and put it in my Signature for this wonderful forum
I then download all the apps I can think off, as my Firmware v1.01 means that my market will die in about 8 hours
Once all the apps are installed, grab a backup app and back them all up to the SDCard in case you ever need to factory reset, as you can re-install them all in one go.
Any more tips people?