Today I'd like to point the finger at keeping yourself organized. A big part of playing the AH, as well as motivating yourself to keep playing the AH, is being organized and orderly. I used to be frustrated not knowing which bank what items were on, who to mail what items to, etc. This is especially important when you are dealing with large quantities of different sorts of items, as most AH players are. I used to log in and out of many toons to find items, and it was extremely frustrating. Because playing the AH can be stressful for some, you want it to be as seamless and smooth as possible.
My favorite organization AddOn is.... drumroll please..... ALTOHOLIC. Altoholic, while being great at things like tracking money, /played time, and professions without logging into your other toons, it has a little easter egg that I find extremely useful. Altoholic adds a section to item tooltips that shows how many of the item you have. It breaks it down into items in the mail, in the bank, in your bags, on the AH, and of course, a total. It also shows you a character-by-character breakdown of which items are where.
Altoholic can be found here: http://wow.curse.com/downloads/wow-addons/details/altoholic.aspx
Also note that you must log in to all of your characters, and open up all of their professions and banks to allow Altoholic to properly scan and save the data.