1. Don't strip off more insulation on either the shield or the center conductor than you need to.
2. If you're soldering, use a variable heat soldering pencil and use only the amount of heat needed to make your connection.
3. Make sure your solder does not wick across your conductors.
4. Use the correct kind of Coax for the frequency band you're working in.
5. Make sure your shield (ground) is properly attached to your connectors on both ends.
6. Use heatshrink tubing over the area where the coax enters the connector.
7. If you're buying crimp on connectors, buy the correct crimping tool as well, or pay a professional to make it for you. There is no substitute in most cases for the correct crimping tool when it comes to making these small connectors.
8. When completed, measure with an ohm meter from center conductor to center conductor should be as close to 0ohms as you can get. Measure from shield to shield, again should be 0ohms. Measure from center conductor to shield, should be Infinite Ohms (open), not 50 ohms as an amateur might expect.
That should probably about cover it.