1) Set your camera to Aperture Value and choose maximum aperture. Make sure you have selected a fast enough ISO to get a shutter speed of at least 1/800 to freeze action.
2) Pre-focus and focus-lock on the player that is serving. Make sure your camera doesn't attempt to re-focus as you re-frame your shot during the serve, otherwise you're likely to get blurry players and sharp backgrounds.
3) Anticipate the action -- watch the rackets! Shoot as soon as the player begins to swing. If you can see the ball in the frame before you shoot, odds are it won't be in your picture!
4) Only shoot one player at a time. It is amazingly difficult to try to shoot both ends of tennis at the same time. You'll get more winners if you concentrate on one end at a time. I generally focus on the player who is serving each game.
5) Respect the game and the players. Do not change position during a live point. Be quiet between plays, and especially during a serve.
6) Mix it up! Stop your aperture way down to f/22 or so, and drop your ISO to 100, and try to get a shutter speed around 1/15 second for some creative drag-shutter motion blur shots.