I've found that less is more when running a MSH game. Keep your plot very focused and try not to run any more material than you'd find in your average comic book. Fast paced, action oriented gameplay is generally the order of business for the day, but don't be afraid to let sleuths do their sleuthing. If you're running a MSH Module, keep it to one chapter at a time. Always try to end on a cliffhanger for next session, whether that be the next day or next week. Remember, this is a comic book/superheroes game; treat it as such and your players will eat it up and beg for more.