Page Write-ups:  I sometimes read these. 
Sometimes I skip if I'm worried about spoilers.

Cel Write-ups: I usually read these (once again, I
try to avoid spoilers, warnings of spoilers are
very nice).  These really add excitement and
happiness I feel.  I can enjoy the cel through the
person when I know why they like it and what
interesting things there are about it, whether it
be sentimental value, details they like, or fun
anectdotes.  It's also nice to give the cel some
context in the series.

Watermarks:  Image stealing is an issue, and I've
seen my cels used for other people's galleries
when it wasn't clear if it was just a gallery of
stolen images or their cel galleries.  I've also
seen my cels used as eyecandy for people selling
bootleg DVDs and VHS on eBay.  Atleast it's not
perfect with the watermark.  There are various
other reasons as well.

Categorizing:  I'm pretty game for all methods of
categorizing.  While by series/character is very
efficient and clear, I feel that some of the other
 styles give more character to the gallery.  One
great example of this is Alex's gallery (Men Without
Tails II: Electric Boogaloo incidentally, an
incredible gallery for descriptions too ^_~). 
Also, I find big miscellaneous sections fun for
the composition and surprise factor.  I believe
one person described it as like opening presents.
 My gallery has two methods of presenting, one
with a misc section and one with a straight series
list.

Other things:
a) Be sure to make real thumbnails instead of just
resizing the big images, it's much nicer on load
time.  Similarly, with load time in mind, I like
galleries that avoid too many bells & whistles and
big non-cel images.  (So yes, I'm another person
going on about the download time ^_^)

b) Make sure your gallery and your gallery design
works to a reasonable level in most browsers.

c) LOTS of people disagree with me on this one,
but I'm just not a fan of 'History Galleries/Cel
Morgues'.  I don't want to see the cels you owned
in the past in your gallery.  I rather see them in
the new owner's gallery.  It's unfortunate if they
don't have one, but I just rather not see cels in
someone's gallery that they don't own.

I'm sure there's more, but I can't think of any at
the moment ^^;;

Keys
My imperfect gallery, recently updated... must
think of good New Years' update (Happy Chinese New
Years everyone! ^_^ / )