Consistency: Ensure the signals are pointing in the same direction. URL structure and canonicalization, internal linking, rel=canonical tags, XML sitemaps, robots exclusions, should all follow canonical standards for your site.
Efficiency: Enable compression and http conditional GET with If-Modified-Since to give the crawler a break. (Bingbot supercedes msnbot, but the latter should still be used in robots.txt and elsewhere redundantly with bingbot until officially deprecated.) Microsoft has a handy tool for checking both compression and conditional get requests.
Quality: Have high-quality content. Don't try to squeak by with thin content and lots of authority pushed through the link profile.
Links: While I hate to say it, Bing's engine certainly appears susceptible to link spam. Not a good thing, and I'm not advocating anyone follow the path of paid links, but they sadly seem to work all too well on Bing today.