Quentin has written up a series of notes (in English) on running a large MU site. These notes are mostly to do with preformance and caching. if you have a smaller site, it is still worth reading, as someday you may be bigger, and you will want to start paying attention to efficiency at some point to keep the system running smoothly.
Even if you have a few hundred blogs, it’s worth it. I recently enabled caching on my primary MU install and added multiple databases, and found a huge difference.