When compressing a completed track, use a very low threshold and a small amount of compression. This will gently help bind the individual elements of the track together, without causing pumping. This is one of those tips I KEEP reading, from people who've been in the game a while. Could be more for traditional production techniques though...
Some people suggest using a phase of limiting by hand - using a peak detector (there's one in Sound Forge) to find the biggest spikes and take them down in volume by selecting the single wave and applying a volume cut to just that bit of audio... This way you can give your compressor and limiter less work to do, and listen to the result to see if anything is lost.
Also, EQing with a gentle 'smile' curve will use a psychoacoustic effect to increase apparent loudness without any increase on the dB scale (This is what the 'loudness' button does on your stereo) again giving your comp & limiter less to do. Oh, and try to use your EQ passively here... Depending on the quality and design of the EQ, boosts will usually add more artifacts to the sound than cuts.
This is especially important if you're using only software.
Tequila