I like to watch those home-buying shows on HGTV, and on those shows they always ask the participants for advice for first-time homebuyers (or sellers, depending on which show it is). Most of which is pretty generic and interchangeable.
Now, no one asked me for my advice, but if I were to give advice to other first-time homebuyers, it would be this: first thing you do, before you get preapproved or talk to a realtor or anything else, buy a fax machine if you don't already have one (or buy a scanner and set up fax capabilities through your computer). This is especially important if you're getting an FHA loan, as they insist on real signatures on certain documents rather than electronic signatures. Trust me, even if doesn't pay for itself in money,[*](Although it probably will; faxing service is REALLY expensive.) it will pay for itself in the number and severity of headaches that it will save you.