In general, I think the key to writing effectively in first is about not treating it like third person with a find-and-replace button, he or she swapped out for I in the same sentences, structures, and techniques. For first person present to be truly sustainable at novel length -- and, well, more readable in shorter lengths -- it has to be more experiential. If I'm telling a story, "No shit, there I was," I'm telling you about what I saw, how I felt, what my emotional reactions were; how I tell you and even what I tell you will be coloured by what I think of the whole thing.
So the major thing I'd put out there for writing effectively in first would be this: Think about how people actually do tell stories about themselves. What kind of language they use, how casual or formal they are, how they get across their personalities in the style and what they omit and what kinds of things they mention. Think about how they put the listener in the story with them.
I'm toying with the idea of writing my Secret Novel in Multiple First Person. I'm wondering now how different each "voice" should be. My characters are quite diverse in background and age, and I suppose that ought to be reflected in the narrative diction, but I don't want to draw too much attention to it.