The batteries you need to use are called NiMH, plus you'll need a charger. Get at least twice as many batteries as your camera holds, so that you have a spare set.
NiMH batteries are very powerful, but have one serious flaw: they lose their charge over time. After a couple of weeks, the batteries in the camera are nearly dead. When you buy the charger, make sure it is capable of trickle charging, so that the spare set is always fully charged.
When buying spare batteries, get the most powerful ones you can find -- currently 2300mA-hr (milli-amp hour). You have to read the fine print on the batteries -- the power rating is usually in small print and sometimes not easy to find.
When going on trips, you may want to buy yet annother spare set of batteries.
The memory card you got should be good for storing 300-400 photos at a time. (The file size of each photo varies, depending on the the amount of fine detail in the photo.) Currently, 256MB cards are your best value. The number-of-photos-remaining displayed by the camera is a lowball estimate.
You can get a PC Card adapter ($10-$60) that lets your notebook computer see the memory card as a hard drive. Simply drag the photos off the card into the appropriate folder on the computer. This is much, much faster than using the USB cable, especially when moving 100s of photos.
When emptying the memory card of images, I find it is much faster to use the Format command instead of Erase All.
Take some test prints to find the best quality for your camera. Try these settings:
Use the lowest ISO setting your camera has (on mine, I use ISO 50). Higher ISOs are boosted artificially and add artifacts to the image.
Use the highest resolution your camera offers. The sole exception is on some cameras that artificially create higher resolution through interpolation.
Use the highest compression setting where the pictures still look good. I find no visual difference between the lowest and highest compression, so I used highest compression (= smallest filesize) on my Canon camera.
Since digital cameras handle darkness better than brightness, bias the exposure downward by 1/3 or 2/3 of an f-stop (this can be done in a menu setting).
If your camera has it, increase the settings for contrast and saturation, but not sharpness.
You'll want to make two or three backups of your digital photo collection -- I keep copies of photos on an external hard drive. When I get 500MB or 600MB of photos, I burn two CDs, and give one CD to my parents to store at their home.