Levelling early game
--
On normal mode the game is easy enough to do up until the end of Act 1 by neglecting your gear and using +XP reward. You'll find you'll gain an extra free level up to level 15, maybe a bit more and it ultimately helps you later on.
Artisans
--
I've found that I don't actually use the blacksmith, even though he's max'd out up until the end of nightmare. However, I found I was using the jeweler a lot (maybe less so now reading later on). If you're going to plough money in to anything before end game, make it the Jewelcrafter.
Gathering/farming
--
I have farmed everything, picked up every item, every gold stack etc. Town is free/no cool down, so it allows you to maximise this. To give you an example of how effective this is, even if you think it can be slightly slower, don't be fooled. It takes 30seconds to town trip and sell, often I earn about 1k per trip.
The example is here, on my monk that is level 52, I've managed to spend 190,000 on gear for Hell in the AH. Bought a second bank tab and all slots (180,000) and equipped my alts with decent gear and stored decent gear in the bank from the AH, which comes to another approximately 100,000. That's just the notes I kept on one character, as obviously other chars put money in to your pool. Although that's all that's come from farming, that excludes AH sales and other character input.
Message is clear, while the town portal is free and uncooldown'd, I recommend you abuse it incase it ever changes.
Jewelcrafting
--
I view this as the most useful artisan right now as it gives you immediete results, and you know the desired affect it has on the game, as the +stats are there for you to view and to add on, as opposed to +random on Blacksmith.
Currently, I've noticed something weird with the AH and crafting which I discovered this morning which I'll show below:
Price of gems to train/make, excluding the 3set of the previous gem, required to create. Figure represent gold +/or pages/tomes
flawed 500
name 750
flawless 1250
perfect 2000 +1page
radiant 3500 +2pages
square 7500 +1tome
flawless square 20000 +2tomes
Now here's the current AH price, most expensive and cheapest show, number represents buyout in gold per 1
flawed - emerald 180 / amethyst 50
name - ruby 294 / rest 50
flawless - ruby 150 - topaz 80
perfect - amethyst 100 / ruby 350
radiant - amethyst 99 / ruby 730
square - emerald 700 / ruby 2000
flawless square - topaz 6000 / ruby 11000
I've just included what I can make, as I can see the prices. As levelling your artisan is reliant on pages/tomes + cash to train, I recommend you view the AH first to see if you can buy them cheaper, as you can see, it's currently MUCH cheaper to buy them from the AH and more efficient, than to create your own.
I dont know how/why this system is designed or created, because you can't sell gems on the AH from what I can see, although it has varied over the past few days but all staying around the same prices, so I thought this was a top top tip to give.
Auction House
--
In nightmare ACT 2 onwards, I started using the AH. Things that sell for 150-300 were going at 1000/2000 as blues. Rares with several stats relevant to a class, like my own, say, +str +vit on the same thing that were yellow, I sold at 5000. I highly recommend selling your own gear and stuff you find on the AH, yellows will always sell, even if its low at 1000 (so you get 850 back), as it's more than the 200 or so you get to a vendor and it really helps you out. Lots of people are buying really cheap stuff with decent stats to level alts, as lots of players are here atm we will need to undercut to sell, although remember your undercut is always profit compared to a vendor, so be happy

Levelling Gear for harder modes
--
For people looking to do the harder modes, cash is important as it's the quickest easier way to get gear. I farmed nightmare for 3 hours and found nothing better than what I already wore, however it did get me cash to buy my gear for the next mode. To give you a ball park figure, I spent 150,000 approx on gear that allows me to get through hell mode so far, as if I went from normal-> nightmare without changing gear.
Most important thing to remember is with every level you go up, it seems you need to double or more your HP, as things hit a lot harder and last longer with more HP.
Elective mode
--
This is an amazing option. In Menu -> options -> gameplay (interface) . It means when you bring your skills menu up, you can change your slots around by using the arrow buttons. So you can have as many defensive spells or as many attacking spells etc. as you like, although you are still constrained to your 6 abilities at one time, this allows you (particularly for harder challenges) to combine your spells and make your character a lot more dynamic.
Armor/weapon stats
--
A lot of things you will use gems to add your +dex or +str or +int or+dmg on weapon, for whatever class you are.
Although a top tip is that +% of life doesn't actually add much to you, when you're low level, as 10% for example of 2000, is only 200, it's barely worth the effort. So for helms, I'd recommend if you do socket them, to use the +xp reward, as it seems to give a greater benefit. To put that in context, the +10% life equiv. jewel gives you +15% rewarded experience per kill. Which effectively over 10 level worth of kills, is 1.5levels for free and to me is a no brainer over 200 or 500 life, which in my view, isn't effective until you've got 20k hp.
+dmg does more for your gear than +stat (by +stat I mean, strength for a barb, +int for a wizard, +dex for DH/monk). Here's my example,
My monk with its dps etc, I removed a jewel from the ring, the ring has 7-14dmg, the jewel is +30dex.
Without Ring - DPS = 2937
With just Ring - DPS = 3180
With Ring +30dex jewel DPS = 3249.
If my maths is right, the +dex is worth 2.3 DPS per dex. This also changes my dodge chance, although it's too minor to worry about. (0.2%, putting it at 15dex per 0.1% of dodge).
With/without the jewel, the difference is 69DPS.
With/without the damage buff, the difference is, 243, making it per 1-2 dmg, equiv of 17-34 DPS, which is far grander than 2.3.
This stat in particular, really impressed me. I don't know how other characters work and yet to test, although I'd assume the same system will work the same. I've not yet tested what +vita is either, although would be nice if someone did

I have more testing on other things to do as I play, although those are my tips for now, hopefully others can gain and others also have their own tips, or if I've made a huge error, they can correct.

Edit-1
DPS effect on 1h/2h combos (untested the stats side but appears to be this)
--
When using 2x1hand, your DPS isn't tied to your weapon swing like, for example, in WoW it is. I'm not sure if it is worked out on 2xweapon speeds averaged or not, I'm pretty sure it is. If you are going to use 2x1h, for example swords, mace, etc. make sure they're the same speed or you seem to lose out DPS vastly. Shield, it is irrelevant, it is treated as 1h, same as the bow.
2hand weapons seem to be slightly buffed, whether it be by default or if the stats are inflated or so forth compared to a 1h of the equiv. This needs a lot more testing when I have time, although it don't seem to add up to me, might just be me.
"Dual wielding"
--
Dual wielding DOES NOT refer to using 2x1h of any type. I found this out last night when I equipped 2x1hand swords as a monk, it did not take advantage of my +15% speed passive. Instead, I had to equip 2x1h fists which have "Monk" written in the description to take advantage. So if anything else like this crops up, or is specific to something under dual wielding, it refers to things that are class specific from what I see, unless this is a bug on Blizzards part.