What helpful advice do you have on a first PCS?

MUST: Do a ton of research on the area you plan on living in if you're going to live off post. Google Map the area and look at your neighborhood and surrounding areas. Being in a nice neighborhood will make a world of difference.

USAA has a few good articles on your first PCS. So does militaryonesource.mil, they actually have tons of resources and informational articles on everything from counseling, to the new retirement plan your spouse falls under.
You guys will start the process by logging onto move.mil
If you are near a military post you can contact the local Army Community Service for information about your new station.
In the future when you PCS your spouse will be required to attend levy briefs once they come on assignment, and you will be eligible to attend with them. In the levy brief they explain how to PCS.

Find as much as you can regarding your new duty station. You can contact their MWR for the latest and greatest regarding spouses and family programs and resources to help you on your PCS.