I also use uTorrent and recommend it to everyone. Here's some little goodies I've come to found out about it:

Downloading One File out of a Batch
Ever want to DL Episode 4 of ___ anime, but only 13+ batch torrents are available? Don't sweat it! When you open the torrent with uTorrent it will automatically prompt you to indicate which seperate files you want to download! Simply uncheck all the boxes except the one you want to DL and you're set!
Note: Does not differentiate between numerous files in a .zip or .rar file

Speed Test
They aren't joking when they say you should run this before figuring out your settings for uTorrent. It makes a big difference.
http://www.dslreports.com/speedtest
I always set my max allocated bandwith to about 90% of my actual max connection.

Scheduler
Share your internet connection with other users who complain you slow down everyone's web? in 'Options' select 'Scheduler' There you can select individual hours of every work to keep uTorrent running or idle, and you can even select a 'limited activity' state where you can customize your max DL/UL rate for those hours!

Folder Options
Let's you select where data is stored during DL, where completed files are put, where the actual .torrent files are stored. Also under 'Options'

Bandwith Options
Select the Port you're on, or pick a random one. You can also limit max DL speed and max UL speed that you allow peers to connect to you at.

Torrent Options (THIS WILL ALTER YOUR SPEED SETTINGS)
Allows you to customize how many peers you connect to per torrent and how many upload slots you offer while uploading to others. Also controls max number of DLs and Seeds you allow uTorrent to run at one time

I only messed around with the other settings once before, and don't recommend it.