I applied to MA programs only last year, so I cannot speak to the experience of applying for PhD programs! Here is what I learned:
1. Go where you know you will be treated as a colleague, rather than as a charming young thing with big, funny ideas or as an idiot who is underserving of the knowledge to be bestowed on you over the coming years. There is no time for patronizing or condescension, especially when you're already vulnerable from applying. I picked the program where I was treated respectfully and where alumni were honest with me, which brings me to....
2. Ask alumni/alumnae about their experiences, what professors are like, resources for research, their fears and triumphs, etc. My mom had an awful time in grad school with professors and a department chair who coerced students to sleep with them for good grades or who tried to seduce her. By asking alumni about their experiences, I was able to avoid some potentially awful programs with sexual predators, poor resources, and limited or no funding for projects or assistantships.
3. If they want you, they'll pay for you. It might not be a full ride, but funding helps! Don't go if they don't offer any funding. Due to political issues, my program was only able to offer me a semester-long assistantship. I did so well that another professor hired me to help with research. Now that all of the issues are resolved with the department, I have a year-long graduate assistantship and partial tuition remission lined up for next year.
4. Make sure professors you want to work with or take classes from aren't leaving soon. Last thing you need is to find out at the last minute that your dream thesis chairperson is retiring or resigning after your first semester!
5. On a non-academic note, leave your significant other behind. Do not "bring them with you" to live with or go to classes with in grad school. This is YOUR time. Every person I know who is living with their significant other has had a decline in the quality of their relationship. Lots of fighting, lots of disagreements, lots of worries about how they'll both get to their different field sites....If you're worried that a long-distance relationship won't last or if your significant other says they don't want to going to a certain school, say goodbye! The stress of keeping someone happy while balancing class, work, and research is not worth it.