The first thing that you should do before you start using the system is create administrator accounts for each employee of your company that will need to use the system. Sharing accounts between multiple employees is not a recommended practice. Typically, you will need to give your accounting department, account managers, sales representatives, system administrators, and webmasters different levels of access to the control panel to restrict them to accessing only the functionality that is required for them to perform their assigned tasks.
The next thing that you should do is define a set of acceptable sizes for banners. All of the industry standard sizes are created by the setup utility, so you may not need to create any new sizes at all. Even if you don't, however, you will want to edit the standard ones to change the attributes for the default banners as the pre-installed ones are simply black GIF files that say "DEFAULT" in white text. Surely you will want to change them to something that looks a bit nicer.
If you'll be using publisher accounts, it's probably a good idea that you review the list of available themes and modify them to suit your needs.
If you operate multiple web sites, you'll probably want to be able to report on them individually at times. To accomplish this, you should create a group for each of your web sites. When creating zones, you'll be able to assign them to the group that's associated with the web site that they will run on. The end result is that you can generate a report for a group to get a web site specific report.
The last thing that you need to do is set up your zones. Small web sites will only require a few zones, but larger web sites might require over a hundred zones. It all depends on how much fine-grained control you want over ad placement. If you want to be able to target ads to individual pages of your web site, a separate zone will be needed for each page. However, if you don't want that much control, it is perfectly acceptable to reuse the same zone for a collection of web pages. In fact, you will probably find it logical to reuse zones for multiple web pages if your web site is organized into sections or categories.
Let's look at an example of how you might organize zones for a small web site.

As you look over the diagram above, there are a couple of things that you should notice.
While zones are a powerful tool to control how you define rotations and place your ads on your web site, there is one case where they will not work for you. If your web site uses a single template to define the look and feel of your web site, you may want to place a zone within the template rather than within the content of your individual web pages. In order to make those zones that are placed in the template work as if they were unique to each content page, you will probably need to use custom targeting or keyword targeting. Both of those would allow you to dynamically pass a page title or category name to the ad server to be targeted.