Holding the pen

It might come incredibly second nature to the more experienced users of the wiimote/interactive whiteboard experience, but to many novices simply holding the pen and getting the thing to work can be troublesome.
The most important thing to remember is that the wiimote has to see the IR light on the end of your pen. If you're holding the pen in such a way that your hand blocks the natural line/view of the wiimote then you won't have a lot of luck getting the system to work.
It doesn't take long to get used to this however, and with a little bit of practice everything works brilliantly well.
Of course one way to minimalise all this is to position your wiimote up high, ideally beside a ceiling mounted data projector. With this wiimote positioning I've successfully used the system with my back to the dataprojector! Still, that's hardly good teaching technique with your back to the audience though is it!