Well you may take this list as a grain of sand because I haven't been in the indie scene for long. Not even released a game yet. I still found some valuable lessons which are actually quite common knowledge when you think about it. I write it in the perspective of the gamer in me.
- DO a website for your game. If you're passionate about your game a website is kind of a must and it should be a collection of well-organized information, promo screenshots (or development screenshots if your game hasn't been released yet) and videos (embedded from Youtube, Vimeo, etc.), links to your social profiles if any. Keep it up to date and simple. It is the landing page and ultimate promotion to your game. Make links to where the game can be bought or downloaded.
- DON'T fill your game promo page with ads. This is just an opinion but I think if you're promoting your game, it is an ad in itself. Same goes for the trailer of your game. Show the ads in development videos, blogs, etc. but a trailer should be 'clean' and free of distractions
- DO self-promote. Really, I see a lot of great games that aren't promoted enough. Either by lack of will or how. Don't let your awesome game sink into obscurity. Tweet about it with moderation (not every minute), write blog posts, use gaming forums to gather feedback. Anything! Let me see the screenshot or logo of your game around the web. That is what sticks to mind!
- DON'T be afraid to monetize your game how you see fit. Learn what is best for your type of game. F2P is not evil as long as you do it right. Respect your players, that is the key.