2.) Within the SFZ's GUI interface, set the "polyphony" count to around "6" or so (since it's rare to voice more than 6 notes simultaneously on any one particular instrument.)
3.) Within the SFZ's GUI interface, set the "quality" number to at least "16" if you are using an soundfont witha lot of high harmonic content.
4.) Use REVERB in every song, and set a similair (but not necessarily the exact same) parameter settings for each instrument loaded. This makes the instruments sound more realistic, as if they were all played from within the same room.