Plenty of good advice here.
My 2 cents worth: don't hold back on the terrain, the action etc. 4e is really at it's best when all the stops are pulled out. Like Manbearcat said upthread, don't muck about with attrition-style encounters. In my first 4e session the PCs fought assassins who had strung a chain across the river to block their boat - there was swimming, and a little island in the middle of the water, falling into the water, stealing the assassins' raft, etc. In the third session the 1st level PCs ended outside the stockade they were defending, in a forest, surrounded by a dozen or more goblin minions plus leaders. As long as you don't overlevel your low-level encounters more than 1 or 2 levels you should find that PCs are pretty resilient, and even when the monsters seem to have them on the ropes will be able to come back strongly and triumph.
Here are some links to some actual play reports that I have posted from my own 4e game. They give examples of some of the techniques you can use in 4e, especially taking advantage of some of its less familiar elements like DCs and damage that scale by level, its emphasis on tactical mobility in combat, and skill challenges.
Here are also links to two possibly helfpul threads, one on skill challenges, and one on "scene framing" as a useful approach to GMing 4e.
My 2 cents worth: don't hold back on the terrain, the action etc. 4e is really at it's best when all the stops are pulled out. Like Manbearcat said upthread, don't muck about with attrition-style encounters. In my first 4e session the PCs fought assassins who had strung a chain across the river to block their boat - there was swimming, and a little island in the middle of the water, falling into the water, stealing the assassins' raft, etc. In the third session the 1st level PCs ended outside the stockade they were defending, in a forest, surrounded by a dozen or more goblin minions plus leaders. As long as you don't overlevel your low-level encounters more than 1 or 2 levels you should find that PCs are pretty resilient, and even when the monsters seem to have them on the ropes will be able to come back strongly and triumph.
Here are some links to some actual play reports that I have posted from my own 4e game. They give examples of some of the techniques you can use in 4e, especially taking advantage of some of its less familiar elements like DCs and damage that scale by level, its emphasis on tactical mobility in combat, and skill challenges.
Here are also links to two possibly helfpul threads, one on skill challenges, and one on "scene framing" as a useful approach to GMing 4e.