1. Patience is a virtue
Sending a short story out for consideration takes courage. It also takes a fair measure of patience. Even the fastest professional markets usually hold a story for close to a month before a decision is made. Many of them are much slower, pushing the wait time to a year or more. If you can't stomach the wait, you won't last long. (Don't get me wrong. No one likes to wait for three months only to hear "Sorry, not for us at this time." The solution is to stay busy during those months of waiting.) Is it worth it? Of course it is. Professional mags are called "professional" for a reason: they pay well, they have high standards (which also means high rejection figures) and they are read by a lot of people.
2. Pay attention to the details
If you've been writing for very long you've probably become familiar with standard manuscript formatting. Which is a good thing. But there are a few markets that prefer different formats. And even if they do want standard formatting they usually want a special file type. (.rtf and .doc are the most common, but not every market takes both.) It's easy to skim through the submission guidelines and miss something important. Take your time and give yourself that extra boost up the ladder by paying attention to what the guidelines ask for. (This goes for length, genre and content too.)
3. Don't hesitate
If you've had a story sitting at a market for 92 days and they say to query after 90 if you haven't heard anything, don't wait. There's a lot of reluctance from many writers about "bothering editors" with status queries. Certainly you don't want to flood them with constant demands for updates on your story's status. BUT, if they say to query after X amount of time, then do it. I had a story that had been marked received at a specific market, then passed the 90 day mark. I was elated, thought for sure I had made it through the slush pile, probably up to the final round, but I still didn't hear anything. Finally, about day 110, I queried. The editor responded to tell me (rather sheepishly) that although the story had been received it had never been put in the queue to be read. After another 40 days or so I received a rejection (personal, but still a rejection). I gained nothing, except more waiting, by waiting a little longer to query because I was worried about bothering the editors.
4. Be courteous
If you do have to query the most important thing you can remember is to be courteous. Editors are busy people and it will not do you any good to be rude or cast blame (even if it turns out they've done something sloppy). We've all made mistakes. I usually address status queries along the lines of "Just wanting to make sure this didn't get lost in transit." Then wait two weeks minimum before sending anything else. (I usually wait about three, just because.) There's nothing wrong with wanting to know what's going on with your story, but remember, your story isn't the only one on submission - it may take a little time for an editor to track down the information for you.