Never, EVER start work for a client unless you have received at least some money from them. Either require payment in full up front, or else 50% up front, send the pencil/ink scans, then the other 50% before coloring. Unless you like giving away free art.
Make sure the check clears before shipping anything.
Sign your work, and use a CONSISTENT signature. There's nothing more annoying then trying to track down an artist whose changed her pseudonym 20 times.
Ask before making prints of a commission. Your client might not appreciate having their private commission publicly available.
PO Boxes are nice if you don't want to give out your home address over teh Intarweb. You can get a small one for about $35 a year. Beware, though, the helpful folks at the Posthole Service will make sure they put all your mail into that 3x5 inch box, even if it measures 9x12. Ask the Postmaster to put a note on the box to hold oversized mail behind the counter.
If you send mail in an envelope than you can bend, the Post Office will. A lot. Use a Priority Mail box, which you can order online for free. It costs the same as a Priority Mail envelope, but you REALLY have to work at it to fold it. ^_^