First thing I do is disable "Show message about blocked scripts", most sites will include scripting which isn't needed to display the page correctly, so that message bar ends up being little more than spam. Then you need to get used to using the little NoScript icon to control which domains scripts are loaded from, as pretty much every site you visit will rely on some form of scripting.
For many sites it's obvious, you simply allow the domain associated with the site, for instance overclockers.co.uk for these forums. However other sites may rely on scripting from different domains to load correctly, for instance on YouTube you need to allow youtube.com and ytimg.com. It can get more complicated if you're purchasing stuff online or doing online banking, as many sites will rely on third parties for payment processing or authentication, for instance arcot.com for cardholder verification, so it's not always easy knowing what you need to allow.
