A few tips for using WordPress (if this contains mistakes please let me know!):

1. Don't confuse WordPress.com (which I use) with WordPress.org (which I don't); advice on the web about the latter may not apply to the former. I opted for "WordPress Premium", which costs $99/yr but includes customer support via https://wordpress.com/help/contact.

2. When you start a blog, you're expected to choose a "theme", which is WordPress-speak for "style". I went with "Twenty Twelve", which is one of the free themes. The only problem is that in Twenty Twelve the link for comments appears at the top, which confuses some people (especially people less familiar with the blogosphere).

3. I use the "Classic Editor" to create posts, since it makes it easy for me to share drafts with selected individuals before I publish. To use the Classic Editor to create posts, go to My Site > WP Admin > Dashboard; then click on the thumbtack icon along the left to bring up the "Posts" menu and select "Add New". To get pre-publication feedback on a draft, scroll down to the bottom of the draft and click on "Request Feedback". (If WordPress ever adds a way to do this in their newer editor, please let me know.)

4. To put really simple formulas into a post, I use HTML formatting commands like <i>&pi;r</i><sup>2</sup> and <i>x</i><sub>17</sub> (in Text mode). For more complicated things, I use the LaTeX feature WordPress offers, e.g., $latex \frac{22}{7}$. For uncommon symbols, I often will find an instance on the web that looks like what I want and then copy and paste it into the document into Visual mode; it's easier than looking up the Unicode. 

5. To create images from non-JPEG files, I open them in Acrobat and do Files > Save As > Image > JPEG. Then I open them using Preview to do cropping. (Not sure what PC users should do.) Lastly I paste images into the document via the "Add Media" button.

6. I'm still trying to figure out the best way to make figures (both for my blog and for research articles). A few years back I switched from pstricks to tikz because everyone else was, but I don't love either of them. Right now I'm trying out OmniGraffle; after a year of it I'll let you know whether the switch was worth it.

7. Including videos works fine, but you need to post them to YouTube first.

8. The "Insert/edit link" button is one of my favorites. Be sure to check the box "Open link in a new tab".

9. If I want to create a "hovernote", I use the following HTML template:

<span title="note">text</span>

When readers hover their mouse over the word "text", they'll see the word "note". (However, I'm not sure hovernotes are a good blogging practice, for various reasons.)

10. Near the beginning of a post, I'll stick in

<!--more-->

in Text mode. This marks the end of the teaser-version of the post; readers who want more have to click on "Read more". 

11. By default, comments are enabled. When someone comments on my blog, WordPress sends me an email and the comment won't get added unless I approve it.

12a. Christian Lawson-Perfect writes:

http://www.unicodeit.net/ is a fab site which gives you the corresponding Unicode character for a LaTeX command. I used it to obtain the character for the set of real numbers. For more complex maths, you can use Wordpress's built-in LaTeX rendering; there's some information on how to use it at https://en.support.wordpress.com/latex/.

12b. CLP also writes:

On Windows, I use irfanview (http://www.irfanview.com/) to convert between formats - it starts very quickly and also makes it easy to crop and resize before saving.

12c. And:

Someone told me this trick a while ago, and it's probably my favourite Wordpress shortcut: suppose you've got the URL of a link you want to make in your clipboard. Write the link text, then highlight it and press Ctrl+V (Cmd+V on Mac). Wordpress creates the link for you - just that little bit quicker than pressing the "Insert/edit link" button.

13. Terry Tao writes:

I'm a big fan of using wordpress to blog about math; if you are going to do so, you might check out Luca Trevisan's LaTeX to Wordpress Python converter: https://lucatrevisan.wordpress.com/latex-to-wordpress/ . The one thing is that it doesn't support images or videos so one has to edit those in manually. What I do usually is use Luca's script for all the LaTeX, dump it into the Wordpress editor (using HTML mode instead of visual mode), and then enter in the images etc. manually (usually by flipping back to visual mode and using one of the buttons provided).

14a. Jordan Ellenberg writes (apropos of 1):

I use wordpress.com too.  But there are definitely people who feel that your blog is never really YOUR OWN unless you host it yourself, which means using wordpress.org.  In theory, wordpress could go out of business tomorrow and delete everything on its servers, or it could remove your blog if it decides it's offensive for some reason (this just happened to a poet who blogged on blogger, owned by google: see http://www.newyorker.com/culture/culture-desk/why-did-google-erase-dennis-coopers-beloved-literary-blog)  On wordpress.com you can download an archive the entire blog as an .xml file; I do this about twice a year.

14b. And (apropos of 11):

I have it set up so that I have to approve a comment from someone who *hasn't commented before*; once I approve someone's comment, that person can comment directly without me moderating it.  I think this makes for a good balance where crap comments don't go up but I don't spend too much time approving.

14c. And:

For me, the secret of blogging, which I learned years ago from David Carlton, is to have low standards.  Other people may see it differently.  I think of a blog post as little different from a math email I might write to a colleague, which means:  very informal, not carefully checked, most of the math in ASCII rather than typeset.   This is not going to be to everyone's taste.  But for me, the choice is "blog casually and with low standards" or "don't blog" and I think the first choice has served me better. 

15. Tanya Khovanova writes:

My biggest problem was comments. I used to receive about 50,000 comments a day. AKismet (an app to remove comment spam) took care of some of it, but still I had a lot of spam comments I needed to process. As a result, I removed comments from older posts and added captchas.

(Jim Propp, August 25, 2016)