• Make up litte tags that say 1a, 1b, 2a, 2b, etc, to pin to the cut-out pieces. all of the a's on one side, the b's on the other, and keep them in order, from front to back (or back to front, if you prefer.) It will make sorting out which piece goes next a LOT easier.
• If you add large enough seam allowances, you can use them as bone casings.
• Don't try to sew though steel boning. It won't work.
• When you pin the pieces together, match them up at the waistline, and pin from there to the edges. You may wind up with an uneven top and bottom, but that's easily trimmed off, and it'll be more precise where precision is needed most.
• I edge my corsets by cutting a long strip of satin on the bias, pinning it along the edge, right sides together, and sewing it down. Then I flip it around, curl the raw edge under (making sure that the folded edge of the satin covers the row of stitching), and topstitch just above the stitching I'd just done.
• Underlining is a good thing.
• To help fit the corset, make up some lacing strips.. basically, make two strips of heavy fabric and put grommets in them. baste them to your corset, and you can lace it up to check the fit. (if you're spectacularly lazy, as I am, you can buy some of that hook and eye tape, and use the eye parts instead of making lacing strips.)
• Use steel boning. It makes enough of a difference to be worth the extra aggrivation, time, and cost.
• Zipper feet are your friends. I usually make my casings running along the seams, and just stitch alongside the boning to get the size right.