Few tips that I have learned since I built my HERMS.
Pump water through your coil prior to adding the grain - This helps alot with reducing stuck mashes.
I keep my HLT about 11-15 deg or so warmer than my intended mash since you will loose heat from the wort transferring.
Get some insulation for your MT. I use reflectix bubble insulation. Cost is about $20.
Consider recirculating the whole time instead of when the probe reads a certain temp. The mash has different temperatures everywhere and circulating helps reduce the variance.
A pump or manual stiring in the HLT will help with stratification. A pump is obviously nicer and helps with consistency(you can just set the controller and forget it)
Get a "T" so that you can transfer to your kettle without having to deal with the moving around your disconnects. I wish I would have bought more "T"s when I first made my system.
I personally havent had issues overshooting in my HLT, but I use a bucket heater or two to maintain and raise the temps.