1 - external HDD. 500GB or 1TB might be a bit overkill. I've only got a 300GB on mine (120GB HDD in my Mac), and that's got plenty of room for all of my data to be backed up for months/years in the future. That's your call completely though. Then just set up Time Machine and forget about it.
2 - Apps - iStat menus is pretty killer; especially if you want to get a good idea of what's going on with your new notebook at a glance while you're running various apps (i.e. which ones make your fans spin up, etc). Aside from that, its gonna depend entirely on what you're using your notebook for.
3 - Don't inspect with a fine-tooth comb for problems. If its something major enough, it'll show up PDQ, and then that's what you have Apple-Care for.
4 - If you've got any questions or anything at all, read through MacRumors (and other forums online as well). If you can't find your answer, post a question. As I'm sure you've found out, the Mac community is pretty good at answering questions with only minimal teasing of the T/S 🙂
5 - ENJOY!