Google, MSN, and Yahoo all make it easy to claim your site in their search engines.  This is important for several reasons.  First, it’s your primary communication method with the search engines.  Google is not interested in taking your calls about the quality of your search rankings.  This is as close as you will get.  

The second benefit is that you can manually submit your XML sitemap to the search engines through these online tools.  This is important because you want to notify the engines right away about any changes or additions to your site.  All three major engines have been kind enough to standardize to XML sitemaps, which are easy to make and maintain.  This is a gift that you should use.

The third benefit is canonicalization.  If you want the search engines to index www.example.com, instead of example.com (or vice versa), you have to tell them that.  Normally a 301 re-direct will take care of that, but since Yahoo chooses to not concern themselves with standards like 301’s, you should make sure you enter your site correctly into their tools.

You can find these tools at the following location:

Yahoo - siteexplorer.search.yahoo.com

Google - google.com/webmasters/tools

MSN/Live - webmasters.live.com

2. Good 404 Page

Having a good 404 page can help better direct users on your site, as well as push what would have been dead links to the right page.  Some like having the 404 page re-direct to their homepage.  There is logic in this, but I think it would confuse a user.  I like dedication 404 pages that give a mini sitemap of the most visited pages on the site, and also a site search box.