Watch the video Amy has on intarsia BEFORE you start (we won't talk about people who do it the other way around )
Don't pull things too tight.
Be prepared to have lots of yarn to untangle as you go
Weave in ends as you go if you can.
If you aren't comfortable weaving in ends read up on that first.
You might want to look in the knitty archives on weaving in ends. There is an article that shows how to weave them in along the back purl bumps. You could do a swatch and try a couple of different ways and decide what you like best.
If you aren't sure your yarns don't bleed, do a swatch with some of the colors and wash it the way you will wash the finished project to make sure there is no bleeding.
That's a quick start of things that come to mind. GOOD LUCK. I just finished my first intarsia project