Plan ahead. Generally the earlier you buy your tickets, the more discounted they will be. The only catch to this would be if you can find a special offer or deal. Also, if you fit one of Amtrak's special discount categories such as military, student, senior or child then you will get a discount no matter when you purchase your ticket.
Plan your meals. Consider whether you want to bring your own food or purchase it on the train. There is usually a dining car where you can eat full meals as well as the observation car with a small store on the lower level. If you purchase a sleeper your food will be included.
Bring an extra blanket to cover up with; blankets are available from Amtrak but you have to purchase them. The temperature on the train can vary a lot. You will be provided with a small pillow. If you will be sleeping in your seat you may wish to bring more than one pillow or blanket to ensure your comfort.
Plan your entertainment. Amtrak does not show movies like airlines do, but they do offer you an observation car that allows you the opportunity to watch scenery go by or to sit at booth-style tables to play cards, read or whatever you like. You can do whatever you want in your own seat as long as it is not disturbing other passengers. Finally, some train station stops allow time for you to get off the train--sometimes only long enough for those who want to smoke to get their smoking break and other times longer.
Check your luggage. As of 2010, you can check three 50 lb. bags and carry on two 50 lb. bags. Since stairways are tight and seat space is limited, consider checking everything you will not need during the time you are riding on the train. Checked luggage will be returned to you at your final destination.