Avoid XPath when possible
Using XPath as a location strategy for your elements can be dangerous for long term maintenance for your tests as changes to the markup will undoubtedly break your tests. Likewise, certain browsers (cough cough IE) have poor XPath engines and are considerably slower (IE is about 16x slower).
Strangely enough, following accessibility guidelines also makes for better functional UI testing. So instead of XPath locators, consider:
Use "id" whenever feasible.
selenium.Click("close");
Use "alt" tags for images.
selenium.Click("alt=close window");
Use text inside anchor tags when ids or images are not used.
selenium.Click("link=Home");

Avoid timing code
When working with AJAX or Postback events, page load speed can vary per machine or request. Rather than putting timing code in your NUnit code (ie Thread.Sleep), take advantage of one of the selenium built-in WaitFor... selenese commands.
To use, you place javascript code in the condition where the last statement is treated as a return value.// wait 30 seconds until an element is in the DOM
selenium.WaitForCondition("var element = document.getElementById('element'); element;", "3000");
This approach allows your code to be as fast as the browser rather than set to a fixed speed.