@HotSauceMagik: I don't know if it's so bad that you should pass on it. It definitely has its uses. For example, if you're playing carefully, it's useful when fighting the skull turrets. You can take them out with one charged shot when they pop up, and easily avoid taking any damage.
Also, I've noticed that while you hold down the attack button to charge, any "allies" you have (I won't say more, so as no to spoil) will maintain their usual stream of bullets. It's not the best upgrade or anything, but charged shots fuck up the early bosses.
Limit your intake of speed boost items: After a certain point, I find that speed isn't an advantage. You want to be able to outrun everything without sacrificing precision. Memorise which items boost speed (belt, the syringes, mini mushroom, wooden spoon), and be wary of the speed boost pills.
Run through The Womb: This has been mentioned, but this is easily the best advice I was given. There are no treasure rooms or shops, only arcades and challenge rooms (which features bosses as each wave and doesn't always reward you adequately). Hope for a treasure map and/or a compass, and book it.
Cain's Lucky Foot: This is mostly speculation based on anecdotal evidence, but I've found that Cain is more likely to win at slots and the beggar's cup game. Others have said that it causes better items to be spawned, and that treasure chests, pills and secret rooms are more rewarding, etc, etc. Just use him.
Backtrack: This might be obvious, but before you go to the next level, you can go pick up any unused tarot cards or hearts. I save good cards for boss fights, and take them with me for the next level. Oh, and you can't do this from The Depths 2 without the use of an item (teleport, The Fool, The Moon).
Accrue a following: By this, I mostly mean flies. They block damage, and with three (the max) you are virtually immune to ranged attacks. They also damage nearby enemies, if you accidentally graze them. Cube of Meat works in a similar fashion. They are an uncommon reward from slots and pills, as well as being special items.
Sorry if this has already been mentioned. I'd like to be able to subscribe to a video feed that contained all original content: Quick Looks, Interviews, Mailbag, Endurance Runs etc. My work caps my access to Giant Bomb, which makes viewing video content real painful. I've taken to saving the .flv files at home and USBing them back and forth. I watch all of that stuff anyway and collating it would be more efficient. Even just an iTunes vodcast would be neat. Although it should be noted that being an Australian I can't afford the bandwidth of HD or even High quality content. I'll become a paying member, whatever it offers.