4: Hosting

Do NOT host your site on Geocities.
Do NOT host your site on Angelfire.
Do NOT host your site on the free space provided by your ISP.
If you read the Terms Of Service of the sponsors you should know this, but I'm going to repeat it anyway.

Get a proper adult host. Not just any host, but a host that allows adult content...not every professional host does.
After trying many hosts, some very expensive, some terribly inefficient, some totally worthless, I'm now using www.dreamhost.com. They are excellent and affordable. They have plans starting from $7.95 per month: 20 GB of diskspace, 1 TB of bandwidth. If you start off by using only free hosted galleries, you'll never exceed that.

When I started off initially I used a free adult host. Free hosts are NOT free though. Sure, you don't pay them, but they put their banners and links along the top and/or bottom of your page. The top and bottom of the page are your prime spots, so in this way they leach off a substantial amount of your traffic. Nevertheless I made enough sales in the first month to graduate to a real paid host afterwards.

There are also some sponsors that provide you with bannerless free hosting. The drawback here is that you are only allowed to promote their sites from their free hosting.

Domain names:
A good domain name can make or break a site. Don't register your domain names just anywhere though. Some domain registrars are ridiculously expensive. I use GoDaddy.com. They are cheap and fast.