Tip 1: If you want to have some extra cash (spice) on you at all times, here's one thing you can do:
When Jessica (Paul's mother in the game) tells you to go "deep into the desert" so that you can have your first vision, don't! Instead you should completely strip all the spice from all the mines around the palace. This way, when you do have your first vision (the emperor wanting a shipment of spice), you'll always have enough to send him. Always ship more than what he asked for, by the way. He will be pleased and will delay his next request for spice. It's worth it.

Tip 2: Do not attack the Harkonnen with poorly armed and/or small troops. Your men will be easily defeated and imprisioned. Always attack them with large numbers and some decent weapons. And save the game before an attack! :)