If you haven't realized by now, many of the posts here will be about deep fried foods. I thought it might be best to give a wee baby overview of some important fry-related facts:
Since you're cooking with a lot of hot oil, deep frying could be potentially somewhat hazardous. Personally, I've never had anything bad happen, but still its worth being cautious. Make sure you have a fire extinguisher in your kitchen. All kitchens should have one. Also, make sure you're paying attention when you're frying something.
Note: your food should always be dry-ish before you start to fry it. Oil + water = BAD. If you put a lot of water into your oil it can explode/spray you with hot burning oil.
You want to use oils that have a high smoke point. This basically just means that the oil doesn't break down as easily under heat. Good oils are sunflower, canola, peanut (its expensive but has a nice flavour). Bad oils are olive oil, sesame oil, etc. Don't use these. They're OK for sauteeing and adding nice flavour to dishes, but just plain wrong for deep frying.
Make sure your oil is still good. Some people say change it everytime, some people never do (gross). I'm of the opinion that you can re-use oil a few times until it breaks down completely. Depending on the volume and heat at which you're frying you can use a good oil probably 3-5 times, but no more than that. If your oil is old and used up then it wont fry and will just seep into your food.
190 Celsius or 375 Fahrenheit are 'normal' cooking temperatures. The hotter your oil, the less your food will absorb it. Some deep fryers have settings for much lower cooking temperatures, but I have yet to find a recipe that recommends a slow gradual soak in oil.
Crowding your fryer:
You don't want to overfill your deep fryer. One layer of stuff at a time ladies and gents! If you stuff it as full as it'll go things will cook slower, absorb more fat, get soggy, and be less delicious. There is no point in deep frying something if you're going to do it badly.
As mentioned, deep frying things shouldn't be dangerous, but if you really screw it up, you are dealing with about 4 litres of hot hot oil. Make sure you have a fire extinguisher in your kitchen. No really. Also make sure it works. If your oil starts to smoke, cover it, turn off the heat (duh), and unplug your fryer. If your oil catches on fire somehow, DO NOT PUT WATER ON IT. Cover it as best you can or fire extinguish that, congratulate yourself on having an extinguisher at hand, and lament your now dearly departed deep fried meal.