This one is simple, but can save some incredible headaches.
When installing OS X Server 10.5, you are presented with a few different install options. If you plan to use Apple Remote Desktop with your machine, you should choose Advanced. The standard install will only allow Screen Sharing to be used.
[robg adds: A friend who administers Server tells me "one can activate ARD via the kickstart command, logged in via ssh, but Advanced indeed activates ARD right after configuring."]

