Tennis Etiquette

I have been reading through the pet peeves and realized, once again, how much I do not know. It would be great to those of us who are new, if the experienced players would start a list of proper "on court" etiquette. When someone serves to me and I miss or it is out, I always stop and chase down the ball. I thought I was being nice, but now realize it is the wrong thing to do. DUH! It makes perfect sense to keep the rhythym of the game going, and worry about collecting the balls later....I just had no idea. I would love to learn more as to what is right or wrong on the court. So, to all of the experienced players out there, please teach us "newbies" what is expected of us. Thank you!