I haven't used a skateboard in a long time, but there's still some things I know (I also caster board, snowboard and inline skate, so that helps too). First off, keep your legs loose! Don't catch a bad case of stiff leg syndrome. Don't exaggerate it either, though - you'll fall off then too. Just keep in mind that your legs will, and always do, act as the most effective shock absorbers on a board or skates.
For skateboard, I don't really have anything else, but I've got tips for inline skating if you need them. ;)