Tightening your bolts might seem pretty academic... However, as bike parts get lighter and lighter you need to pay more attention to just how your tightening your bolts. You might have seen something something like '5Nm' stamped on your bike parts. This is the recommended maximum torque. Much looser, things might work loose and fall apart. Any tighter and you risk component failure, plus, your warranty is gone.
To get this important factor exactly right, you need to get a torque wrench. There are plenty out there and it's a tool that we think should be in every serious cyclist's toolbox.