DO:

Sort your creation order of Entities by frequency of creation & destruction (LIFO): Entities that will be created & destroyed often should be done last. Entities that will never be destroyed should be created first, followed by Entities that will rarely be removed/destroyed.
Use Instancing whenever possible: InstancedObjects are lightweight, have less RenderQueue and API draw call overhead
Reduce the number of bones in a rig to the minimum necessary. Specially if there are going to be many copies of it
When destroying an entire level or exiting the game, it may be advisable to disable cleanups. Unless your destroy procedure is respecting LIFO order, multiple unnecessary cleanups may be triggered, slowing the shutdown routine. If a level is being destroyed but the game is still running, re-enable cleanups and perform one explicitly after having destroyed all objects involved.

DON'T:

Don't update objects created as SCENE_STATIC very often. Updating just one SceneNode or Entity will force to update many of them, possibly all; thus nullifying the performance benefits from SCENE_STATIC.
Don't create objects that never move, rotate or scale as SCENE_DYNAMIC
Don't create a Shadow Node that uses Render Queues that any of the previously executed render_scenes didn't use. eg. Setting the shadow node's pass to rq_first 0 & rq_last 5; while the render_scene of the regular pass is just rq_first 1 rq_last 4
Don't specify more threads than the number of available cores. If your code fully uses (i.e.) 2 cores all for yourself, then substract 2 to the number of threads (don't oversubscribe).[^11]

[^11]: Note: The minimum number of threads is 1. One CPU = One Thread. The SceneManager delegates its work on worker threads and goes to sleep.