For what it's worth, here are some things I've learned about carving pumpkins over the last several years.
Choosing a pumpkin: There are tradeoffs when picking out a pumpkin to carve. The lighter yellow-orange ones tend to be softer, so the design is much more visible when you transfer it for carving. They also tend to have shallower ridges, which makes the pattern adhere more smoothly. On the other hand, the dark orange ones have more structural strength, which means they hold up better with intricate designs, especially when heated by a candle. I recommend the lighter ones if you're just starting out.
Preparing the pumpkin: It's really tempting to skimp on this step because pumpkin guts are awfully yucky, but the payoff at the end makes it worth it. If the pumpkin has been stored someplace cold (which is advisable to keep it from rotting), your hands will be much more comfortable if you give it a day or so to return to room temperature before you cut it open. I wear long sleeves, because believe it or not, I now have a contact allergy to pumpkin juice! Clean all of the stringy things out of the pumpkin – or better yet, wheedle your spouse into doing it, as I always do. Use the scraper scoop from the pumpkin kit to thin the front (carving) wall of the pumpkin to about 1/2 to ¾” thick. Any thicker, and the blade of the saw may not cut fully through; thinner, and the small pieces may not have the strength to hold any weight.
Transferring the pattern: Slash the corners of the pattern with scissors so that it will fit smoothly to the curved surface of the pumpkin. If it's necessary to fold the paper to get it to lie flat, try to do it in empty areas of the pattern, not sections where you'll have to do a lot of carving. Be sure to position the pattern reasonably high on the pumpkin; if you tape it too low, the bottom of the carving will be hard to see, and the light source will be very evident.
For simple patterns and beginning carvers, the poker method recommended by the kit manufacturer works fine. Poke holes through the lines on the pattern, making sure to keep them pretty close together so you can tell what you're looking at when you take the pattern off the pumpkin. (Believe me, otherwise it's just going to be a mass of anonymous dots, like you're trying to carve an obscure constellation in the night sky). If the dots are hard to see when you're done, a dusting of flour or cornstarch will make them stand out better. For very challenging patterns, I use carbon paper and trace the design completely with a ballpoint pen. I prefer a red pen or other bright color so that I can easily see which parts I've already traced. Double check your work before removing the pattern; if you miss a section, it will be almost impossible to line the paper back up to add it in.
Carving: The key to using these little saws is to remember that they are saws, not knives. If you force them, especially with a twisting motion, they're going to break. Saw gently and slowly with a back-and-forth motion, starting from the center of the pumpkin and working your way outward (doing the right side last if you're right-handed, and the reverse if you're a lefty). Make sure that the piece you're cutting out is really loose before you try to remove it. Again, it's easy to try and skimp on this step, especially when you're tired and have been at it for a while. Take a break if you need to, but don't try to force a piece loose. Carving elaborate pumpkins takes 90% patience and 10% skill! For pumpkins with a multi-layer design, where some parts are cut through and others are skinned (leaving the pale flesh of the pumpkin intact), I use a tool called a Speedball. It's designed for cutting linoleum printing blocks, but it works like a dream on pumpkins. They're available at art stores or online; I recommend buying a second handle, so you aren't constantly stopping to change out the blades.
After fifteen years of carving pumpkins, I have yet to develop a hard and fast rule for how to take the little carved bits out of the pumpkin. Sometimes I push them through; other times I pull them out. Sometimes I leave them there while I go on to other parts of the design, since they add some structural integrity that helps reduce breakage. Often, I'll cut the big chunks into smaller pieces and remove them separately, so if there's a bit still hanging on, it won't tear the design with quite as much force. True, it's more of a “rush” when a really big piece comes out, especially if you've just carved 25 tiny blobs and feel like you're getting nowhere, but it's safer to do it a little bit at a time.
This may sound obvious, but pause every now and again to consult the pattern and remind yourself which pieces of the pumpkin are supposed to come out and which ones are meant to stay in. This is especially true with repetitive designs like ribcages and fences. It's easy to confuse a rib with the gap in between ribs and to cut a support clean through. I've done it more than a few times, and it is incredibly annoying.
Lighting the pumpkin: I'm a purist, so I like candles; there's something about the warmth, flicker and smell of roasting pumpkin that says “Halloween” to me. I generally use tea lights because they're short and stay mostly out of the line of sight, which is especially important with open designs. Sometimes “closed” designs (ones without a big background hole) may require more than one candle in order to see the whole picture. Try to get by with as few candles as possible, though, because extra flames mean more heat, which makes the carving shrivel. (This can actually be a good thing on occasion. I once carved a mummy that just kept looking better as the evening wore on because the bandages shrank, making the carved lines as thin as razor blades. As a general rule, though, excessive heat makes the whole design fold like a pancake.) If fire codes or personal preference make battery operated lights desirable, there are some good dome lights on the market for the purpose; you just push down on the top to turn them on and off. Flashlights are tricky, since they're usually very visible through the carved design. LEDs are much more efficient, but so far, I still find the color of the light too blue for effective pumpkin illumination. Hopefully that will change soon, because I go through a lot of batteries when I can't use candles.
Photographing the pumpkin: Take your pictures immediately, before kids, animals, insects, the elements, or heat have a chance to destroy it. I like to have pictures of the whole pumpkin, so I hit on the trick of putting it in a sunny window and letting the sunlight reflect from within. Make sure not to use your flash, since you're relying on the pumpkin's interior light to make the design stand out. If you want to take the photo in the dark, you may need a tripod or something else to keep the camera steady; otherwise your pictures could be as blurry as mine were in 2002.