Here's some of what I said on TT. It pretty basic stuff, but its worth posting twice:
Because a tablet pen mimicks the real effect of a pencil, be sure to take advantage of the angles you can hold the tablet pen at, as well as the pressure you put on the tablet with the pen. Light pressure produces softer lines, and heavier pressure produces darker lines. Depending on what art program you have, a tablet can take advantage of that even more.
If you're using regular paint you really cannot take full advantage of a tablet. I'd suggest buying painter ix and/or photoshop cs 2.
You can also adjust these parameters yourself, as well as the pen's sensitivity. In the actual programs, you can increase or decrease the pixel size of the pen for larger or smaller lines, as well as ocacity and all of that.