I've actually just begun DM'ing myself, about two months ago, and we've been playing through the "Keep on the Shadowfell" campaign, too. I myself am keen to see what the responses to this topic will be.
There's only a few things I can think of, but if they help then I'm glad to assist. They're not really major, but they can definitely help.
1.) Roll your initiatives before the session. When I first started playing, I'd wait until the group actually entered the room, or whatever, before I rolled for the NPC's initiatives. IF you roll them ahead of time not only does it save you some time, but then your party doesn't know exactly how many monsters are in the room... Very helpful if you're trying to get the jump on the PC's.
2.) Improvising is your friend. No matter how well planned out the campaign might seem to be, I've learned that 80% of the time the party will do something you will never have thought of in a million years. Like grabbing a Hobgoblin guard and suspending him over a pit filled with starving rats, trying to work him for information; really wasn't prepared for that one. The guy had like two lines. Anywho, this was difficult for me when we first started, but the more I played the more easily I could make up dialogue, effects, and consequences on the fly.
3.) Make sure your party know what the Initiative order is for the PCs, and that they know their own character sheet and abilities (I'm assuming you're playing 4e). I can't tell you how much time I've lost because of that one guy in the group who doesn't know who's turn it is and then need to spend 5+ minutes mulling over his character sheet before he decides upon an action, and then changes his mine.
4.) Don't be afraid to fudge the numbers. Party powering through the cave o' kobolds? Throw in an extra Wyrmpriest and a Dragonshield or two. Are they being slaughtered by zombies? Bump a roll in their favor so they dispatch one of the festering horrors with a timely whack to the head. Part of this is somewhat redundant with improv listed, and some may call it cheating, but it's not fun for the group if they're totally destroyed. Much. Don't make it too easy on them, though. Maybe kill one of them off every now and then, just so they know who's in charge.
