Consult the disc brake FAQ.
Reset your pistons before installing new pads.
If the pistons will not completely push back into the bores the system may be overfilled. Level out the lever, open the bleed port on the lever and then reset the pistons.
If your lever is squishy or inconsistent inspect for leaks, wet spots, etc and then bleed.
If the lever pulls too far you can overfill the system or pump out the pistons.
Avid and Formula need a bleed kit to bleed the brakes.
If your rotor rubs after removing and reinstalling the wheel it's because the wheel isn't sitting in the dropouts exactly as it had before. Center the caliper.
If the rotor rubs intermittently, the rotor needs to be trued.
If the rotor rubs constantly, the caliper needs to be centered.
If you pulled the lever without something between the pads, reset the pistons.
If the brake is new, performance will improve after the bedding process.
There are many different pad compounds.
If the brake howls, make sure there is no contamination (clean rotor, replace pads if necessary), check all mounting hardware for torque, check spokes for looseness, check hubs and pivots for play.