Here are the tips I've picked up and then what I did with them:
Use a level tripod. My tripod is old and doesn't have a fancy built in spirit level, but I do have a spirit level that clips in to the flash hot-shoe. After a little built of trial-and-error, voila!, a levelish tripod. I knew it had worked when I stitched the photos together and had a nice, square mosaic.
Shoot in "portrait" mode. This means you have the most pixels in the vertical plane. With my D50 this means I can create an image with 3000 vertical pixels rather than 2000, which is a big leap and allows bigger image sizes (if that makes sense..?)
Take an average metering of the scene you want to shoot and set it in "Manual" mode. If you leave it to the camera it can adjust the metering between shots, which makes it much harder to stitch together later.
Nice, big overlaps as you take the photos. Again, this makes it much easier to stitch the panorama.
I used an ND grad filter which allowed me to get detail in the sky and foreground without blowing out any highlights, except round the sun, but hey, it's really bright!
Use the Photomerge option in later versions of Photoshop Elements to stitch everything together: Simples!
Crop, adjust levels a tad, sharpen, save!
What do you think?
You can click the pic for a bigger version!