Some good tips here, and I'll add my two cents.
Balance your terminal actions (ones with no +actions) with your villages (cards with +2 actions, and possibly more). Oftentimes, I see new players buying a bunch of terminals that they wind up drawing together and can't play, or on the other end, buy a bunch of villages when they have no use for the extra actions. Villages and terminals should be around 1:1 in your deck, with a couple extra villages perhaps if they're terminals that draw cards (drawing dead is a waste of both a card in your hand, as well as that action play for the shuffle you're in).
Opportunity cost is a huge factor. Think about what you're NOT buying this turn, and why your purchase is a better option. Silver can be a good choice if you find yourself with too many terminals and no way to line up an engine.
Watch out for when you shuffle. Anything you've bought in the past few turns doesn't usually come into play until after your next shuffle, so sometimes it can be good to get to the bottom of the deck quicker. Conversely, if you have all your good cards in play, it may be better to hold off shuffling your deck of junk and ruing your bad "luck" for the next few turns.
You'll get a feel for when to buy VP cards as you learn the game. Usually, you want to wait until half the Provinces are gone before going for the Duchies, but this can depend on how resilient you think your deck is. If you know you have a good deck with a few Golds, and are at the top of your shuffle, you can pick up a few extra VP here and there without it affecting you too much. But sometimes, even if you're down by a Province, you need to fix the problem that made you down in the first place, rather than making your deck worse with small VP cards.
Finally, have an idea of what your opponent's deck is capable of. Is it better than mine, or comparable, and why? Were those back-to-back Province turns lucky draws, or can he sustain that pace? It can really help you to not panic when you see your opponent get a few good turns in a row, if you know that the rest of his deck is therefore full of crap. This is also important in terms of knowing how many buys your opponent can muster for a 3-pile ending, as well as knowing if you really do need to go after those Duchies.