Well you certainly have a good lens for the camera. Hope you have good insurance on it since its more expensive than the camera.
As to advice: Play around with the different ways you can get auto focus. I tend to like just locking in the middle sensor since it is the most accurate. Many like to move the focus lock off to the little * button, and have the shutter button lock the exposure, so you might play around with that.
I shoot everything in RAW and this gives you the widest range of possibilities. I never shoot RAW + JPG (no need, since there is already a 1.5 megapixel jpg preview embedded in the RAW file. Checkout the RAW converter in CS2 as it seems to work best with the 20D (and I've tried almost all the RAW converters).
Don't be surprised if you get some glances when working since the shutter and mirror slap are reasonably loud.
Only use faster CF cards. They'll work much better and the 20D can take advantage of them.
When you need spare batteries consider the aftermarket. I use SterlingTec and get them for $11.95 each which is about 1/4th of Canon's price. I've had good luck with the 6 I own.
Get to know the histogram and calibrate it to the one in Photoshop. Use a black/gray/white target for this.
Experiment with Custom White Balance. It can give awesome results and even when shooting RAW gives a great advantage because then the embedded JPG will also have the proper white balance.
Well just a few notes. Enjoy the camera!