Shim Behind the Miter
If there's a slight gap between the molding and the wall, don't press the trim tight to the wall and nail it; the miter joint might open up. Instead, slip a thin shim between the molding and the wall. Then nail the outside edge of the trim. If the gap and shim are visible, fill the crack with caulk before painting.
Brad Nailer Helper
Holding trim in place to mark it for length is faster and more accurate than measuring. But that's not easy to do with long pieces of trim. When you're cutting miters and need to hold the end of a long piece of casing in place while you mark the far end, just pin it with your brad nailer. It doesn't take much. If you're putting up 3/8-in.-thick trim, just tack it with a 1-in. brad. After marking, pull the molding loose. You'll have to pull the nail and fill one extra nail hole in the trim.