First, never assume that your cover letter is going to stay attached to your manuscript. This is especially true for electronic submissions, where your attached file may be downloaded and stored separately from the email. Always include your contact info on page 1 of the submission.
Second, always include page headers with the page number and either your name or the story title, preferably both. I received multiple submissions without page headers of any kind, and it was a freaking pain in the butt when the printer spit pages on the floor and two of those stories got mixed up. Not to mention that later I'll wind up adding page numbers to make it easier to discuss the story with my co-editor, e.g. "The scene that starts on page 4 is..." What makes it even more inexplicable is that these stories were submitted in Microsoft Word where adding page headers is a basic function.
Even stranger was the story where the author had forgotten to put their name anywhere in the manuscript. Just a bare title, no name, no contact info, presumably they assumed that I'd be happy to hunt back thru the emails to figure out who had sent it in.
Finally spell check is your friend. Proofreading is your friend. Take that extra hour for one last pass before you send your story in. And if you know you're terrible at catching your own mistakes, have someone else take a look at your work.
Remember, first impressions count. A poorly formatted story sends the signal that you can't be bothered with the details, and will be difficult to work with. Don't give the editor a reason to be cranky before she reads a single line of your story. Because if it comes down to a choice between two stories that are equally good, the editor is going to pick the one that didn't make her sigh with annoyance. Trust me on this one.