The following announcement was made recently on the Analysis Services forum.
A collection of best practices on the design of OLAP objects in Analysis Services 2005 is now available at http://www.microsoft.com/technet/prodtechnol/sql/bestpractice/olapdbpssas2005.mspx. These tips were gathered from the product team and our parners in order to help people create better OLAP databases.
It looks like a lot of these Best Practices have been incorporated into the SQL Server Best Practices Analyzer tool that Chris Webb blogged about here. But if you have the choice, it is probably better to learn these best practices before building your database rather than building it and then running the Analyzer to find any issues.