Way to go... I was lucky enough to win one from the
Pepsi contest last month and found that it quickly became indispensible (and quite the attention getter).
I recommend getting a case to protect from scratches, and the best one I found was the
iSkin eVo2. It's a silicone shell (that really shows dust, so you might want to clean it often) that fits snugly, comes with a screen protector, and forms really well to the body; just enough exposure for click wheel, hold switch, headphone jack, has a plug for the docking port, and has ventilation holes on the backside. They ship out of Mississauga so you ought to receive yours very quickly. But for some reason, iSkin charges Canadian customers in US dollars--my total bill came to $42.92 after tax; pricey, but in my opinion worth it considering your investment in the iPod.
On the software side, I recommend
iPod Agent, which lets you sync your Outlook calendar/contacts/notes/tasks, get weather/news feeds, etc.
I trust you'll have fun with it!