Brent Simmons gives some sound advice on a topic that came up at the Innovator's presentation last week. Rogue Amoeba also has a page of Good Ideas as well.
Advice for starting out was a subject that came up more than once at the conference (that I saw at least)- another piece of wisdom that I heard was "You have to do your time first." - which means lots of hard work without any noticeable gains. If an app you wrote is a dud, move on to the next idea. But don't ever give up.