Adding to Bill Henderson's wonderful post, ELS on the Cheap, I thought I share some articles I have found immensely helpful in doing empirical work--pieces that describe common issues, what not to do (and what most people do anyway and what problems arise), and what to do instead.
1. Panel Data
Beck, Nathaniel and Jonathan N. Katz. 1995. “What to Do (and Not to Do) with Time-Series Cross-Section Data.” American Political Science Review 89:634-47.
Wilson, Sven E. and Daniel M. Butler. 2004. “A Lot More to Do: The Promise and Peril of Panel Data in Political Science.” Working Paper. (forthcoming in Political Analysis).
2. Interaction Variables
Brambor, Thomas et al. 2006. "Understanding Interaction Models: Improving Empirical Analyses." Political Analysis 14: 63-83.
3. Presentation of Results
King, Gary et al. 2000. "Making the Most of Statistical Analyses: Improving Interpretation and Presentation." American Journal of Political Science 44: 341-55.
There are many more. What are some other readers' favorites?