Tip #1: I suppose the first tip I should give is, don't try making maile armour if you are an extremely impatient person. Making a large piece of maile requires many hours of rather tedious work. I love making maile, as it is rather therapeutic for me. I also enjoy working with my hands. Shifting maile around in my hands entrances me because of it's liquid nature. In short, you have to be interested in making it!!
Tip #2: Block times off for making maile. I would not recommend working on maile in, say, 15 minute blocks. You will spend half of your time trying to remember where you left off. I try to work for at least an hour or two. Sometimes I will work all day.
Tip #3: There are many methods for linking rings together. Try as many as you can to find out which one suits you best. Don't let anyone tell you that their method is the best. Everyone works differently, and what works for some people doesn't work for others.
Tip #4: One thing to try and avoid is opening rings you have already closed. This is a possible exception to the previous tip. Once I have closed a link, I think it is a terrible waste of time to open it again to accommodate another ring. That is why I do not personally advocate John Palmer's method.
Tip #5: Try using different tools when making maile. Your tools can make a big difference in your enjoyment and speed when making maile. Search around and find out what works best for you.
Tip #6: Find a comfortable place and position to work that is well lit. Some people can work on maile and watch television at the same time, which helps time go by faster. I would recommend reruns, or a movie you have seen enough times that it does not require your total attention.