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DUDE. This game is outstanding. I bought a copy of DLYM as soon as I could after running DRYH.
First of all, the rules are wicked simple. I had them down within a readthrough and a one-shot session. Since then, I've run a number of impromptu one-offs.
As for advice... Try lots of things. I regret never really getting my parties together. It was always just a cast of characters sharing one world. That was the downside of doing one-shots. Hell, maybe that's your style.
This is definitely a game where you want to have everyone involved in the character creation, and agree on a direction you want the game to go in. That's where the question-based character creation comes into play. Pay attention to that stuff, dude. It'll really help you figure out where you want to go. Still, when there are things that need to be asked, like "How fucked up do we want this to be, using (insert thing here) as a comparison?", be sure to ask them. This is a game where you really want everyone to be having lots of fun.
Any specific questions, so I can narrow my stuff down a bit?