The blog instant fundas offers a guide to installing any Linux distro directly from hard disk - saving you from using CD/DVD media. Obviously this will only work if you're running a Windows/Linux dual booting system (something I'm seriously considering after I wasted my Sunday trying unsuccessfully to get my Vista box onto my wireless network).
I liked this tip because I hate wasting CDs/DVDs - both because it's a waste of money, and because it's adding to landfill. (That reminds me, I should stock up on some rewritable disks). :)