No, problem on tips, for online tips, best place is joedios (www.joedios.com), where there is a how to section in the forum where you can see tips and ask for advice, not only that, they also have printable stuff in the files section to help with backdrop and accessories. And this site, as the guy is a real master at it;
http://capolan.tripod.com/On doing dios, these are my basic thoughts:
First, have an idea of what you want to do, and then figure out what you have to do for the dio, don't be afraid to change things mid-way if you need to
there are three types of dios really, which you can also combo:
1) Natural backdrop - These just involve taking your figures or vehicles and posing them outdoors as you can see in some of my dios, these are the easiest to do, just scout out a location, get your stuff and pose them and then take pictures, the main problems are:
a) you have to be careful of things that make your stuff look out of scale, eg grass stalks (when I take pics in the garden, I end up weeding first

) or background things like walls, houses, people etc, that soldiers in the field dio won't look too impressive when you can see part of a house in the background
b) You have to be careful not to lose stuff, especially accesssories when you are doing the shot outdoors, worse if you try for the beach.
c) If you're in a public place, the chances of dealing with people siboking or people looking at you like you're a wierdo goes up
d) Weather, as your figures are made of plastic, too much sun causes them to shine from the reflection of the sun, making them look less realistic, similar in rain etc, the water drops on the figures just look out of scale,
2) Photoshop - Easiest way, take pictures of your stuff and then photoshop the background, only drawback is just personal to me, as I consider it a little bit cheating to do so, though it is very good when you want to add effects, dialouge etc.
3) Set building - The most time intensive effort as you basically build your background set, you can build it from scratch which a number of people do but this does require you to have time to build and paint the set or glue printed walls and after that figure out where to store the set. People normally use foamcore as building materials but wood etc all can be used. Sometimes you can go for a half build in that you convert an existing shelf, box, etc to your set and slap the printable wall patterns available online on the walls and floors and that's that. Sometimes it helps to walk around a hardware or even shelf store and you might be stuck by the fact that you can use what you see to build a set or dio set. The other way is to use existing toy playsets, the beauty of these is that you don't have to work too much building these and once done you can easily dismantle or store it easily away, I nowadays use the Gundam Mechanical Chain base sets by kotobukiya and build it according to what I need, the problem is these bases are as far as I know, are no longer available since people have been picking them up, I found that out myself these last week or so as I wanted to get additonal sets and found none were available. As always it's always good to walk around and look, but rule no. 1 is always make sure you get them cheap or on clearence
The other thing about set building is that you also have to think about the accessories or backdrop that would be in such a location, if it's a repair bay, then you should have tools etc, if a hospital, then medical equipment. All this requires you to look at other toylines (particularly gashaphon which can be a great source for minature items or some time look at souvenier shops where they sometimes have stuff that works with 3 3/4 scale. Again it really depends on how much you want to get into it, I have about two boxes of stuff that can be use in dios which makes it easy for me whenever I want to build a dio set etc. My only problem is that I don't do as much dios as I should considering the stuff I have
So that's my basic take on it, feel free to ask questions etc.