Pretty much, Don't let the computer go to sleep (only switch off the monitor), make sure it has ventilation and let it rip. Keep it connected to the internet if possible as well. If you run the GPU client, just take note that the client will max out your video card's processing power, which means that if your GPU runs warm, it's going to start to get nice and toasty, so keep the chips cold
The reason the GPU client is faster is because typically video cards have TONS of processors on them. My GTX280s have according to the nVidia website has 240 cores of Stream processors. Though despite all of this power, Stream processors can only calculate certain things, but they are very, very efficient and can work quickly. Also keep in mind though, to do GPU folding, I believe you need to have a CUDA enabled card from nVidia with the driver, or you need a card that supports ATi's new CUDA like platform to fold using the GPU. If you have an onboard card, don't even think about it unless it is on-board but dedicated. I will lastly add, the GPUs typically get the larger projects as well. Right now one of my video cards is crunching down data on a project with a data length of 30,000. The CPU's been working on it's third fold for today (would be LOADS faster if the app supported multithreading!). Right now I'm donating some work to another site, but sometime soon I'll switch to the x10Hosting group to give some Folding points in.
So right now, I'm running 3x GPU folds, 3x GPU apps in memory, as well as a single CPU client.