First of all, congratulations on getting them. I'm jealous.

The default auto brightness level of the display would be a good one to turn off, to keep a constant output for viewing photos taken etc.

I would also read Wrotniak's customising of the E30 & E3 http://www.wrotniak.net/photo/43/e30-sett.html & http://www.wrotniak.net/photo/43/e3-sett.html as these will still have some relevance. You will also find useful comment & feedback on Olympus UK E-System User Group.

Enjoy!