The first thing I do is make sure make my introduction so that they know right away that they will be receiving valuable information from me. Always have a page that reminds them to check their spam folder and a good tip from robbied (give away a free book in your opt-in.) You need to follow up immediately so they do not forget about you. In you automated response tells a little about it your product and ALWAYS put a contact in there that allows them to send you feedback. The more feedback the better because then you can adjust your opt-ins to meet the customers needs. I would space each e-mail out 1 or 2 days too.

I would start by reviewing these videos on opt-ins:
http://www.aweber.com/videos.htm