Don't make your payment link pop-up in a new window.
I thought more people knew this, but I just saw one of the top ranked products on PayDotCom making this mistake.
If your payment link pops open a new window, it can potentially be blocked by basic pop-up blockers. For the product I'm referring to, my Google Toolbar kept blocking the payment page from opening. I clicked it several times before I realized what was happening. Imagine a non-technical visitor to your site - they may give up and never become a customer.
If there was ever any one thing you want to TEST, it's your payment process. Make sure it works or everything you do to promote your site is in vain.
The other thing I see people doing is having navigation links on their checkout page. On your checkout page you only want the person to do one thing - BUY NOW. Don't give them options to click away and checkout your blog, etc.
Take a minute to check your payment links and checkout page.