Precision Leveling
Always use a spirit level. A shelf that looks slightly 'off' will cause items to slide and put uneven stress on the wall anchors.
Weight Limits
Distribute heavy books or kitchen appliances toward the brackets, not the center of the shelf, to prevent bowing or collapse.
Assess the Wall
Don't use the generic plugs in the box for every wall. Assess if you have concrete or drywall to choose the correct heavy-duty anchor.