

Frequently ignored answers:
Q: What is the general rule of thumb when it comes to purchasing?
A: Unlike past Autumn Sales, items do not have a featured deal discount. What this means is that you're free to buy whatever you want, whenever you want as Daily Deals, Flash Sales and Community's Choice featured deals with steeper discounts are no more. That being said, Valve has allowed publishers to set a different discount for the Winter Sale, so unless you plan on playing/using/watching whatever it is that you're eyeing in the immediate future or it is in danger of being pulled due to, say, licensing issues, you'd likely be better off sitting on your hands for a few weeks (metaphorically, not literally).
Q: I bought a game earlier and no longer want it. What are my options?
A: Fear not as you can now request a refund. As per the FAQ, however, refunds are generally granted only if the item was purchased <two weeks ago or has been played/used for <two hours. Valve does make exceptions, but only in special circumstances, such as failing to get a game to work properly after much troubleshooting or notoriously bad ports. Refund requests that don't run afoul of either primary condition are usually automatically approved after a short while, however do note that the money may take up to seven days to reappear.
Q: I hear ModBot can be used to give away gifts in addition to being
A: See Stump's guide here. By default, ModBot is linked to the current general Steam thread, so make absolutely sure that you include THREAD http://www.neogaf.com/forum/showthread.php?t=1145927 in your PM.
Q: Speaking of gifts, what are the regions wherein such purchases have restrictions?
A: Put simply, gifts purchased in Asia, Eastern Europe, Latin America, South-east Asia, the Middle East, China, India, South Africa and Turkey (click the links for specific countries) can only be redeemed by users in the respective regions (e.g. a gift purchased in Eastern Europe is only of use to someone else in Eastern Europe). Steam makes no secret of this during checkout, though, so it's virtually impossible to accidentally send someone a region-locked gift.
Just to make it abundantly clear, it is possible to freely exchange gifts within each respective region (e.g. someone in Argentina is perfectly capable of redeeming a gift purchased in Brazil as both countries are part of the Latin America classification) and users outside of these regions are free to send unrestricted gifts to users within them (e.g. someone in Russia is perfectly capable of redeeming a gift purchased in the US, but not the other way around).
Q: I've exhausted my budget/purchased everything on my wishlist and I'd like to post my--
A: Hold your horses! Someone may make a dedicated damage list thread as the end of the sale draws near. Please wait until then to post your haul as doing so in this thread is liable to set off a chain reaction.