1. Adventure Paths, much like the Marvel Cinematic Universe, are hard, but if you can finish it the memories and emotional pay off will be worth it. Be it the Against the Giants/Queen of Spiders, Age of Worms or your own series of adventures. If you intend to do the long-campaign, see it through!
2. A central uber-villain like Thanos is worth his weight in gold. This guy has to be untouchable, but so personally hated by the PCs that they will try to defeat him/her no matter the odds. I think of heavy villain types like Iggwilv, Iuz or Vecna.
3. Villains can win. Yeah they can and it only makes the players want to try harder to undo what victory the bad guy may achieve. In the module Vecna Lives! there is a scenario in which the arch-lich wins. Does he? Probably not in 99.9% of games played, but if he does, it ups the stakes for your entire campaign.
4. Call backs to old NPCs or locations or events is a great way to reward players. Referencing something a PC has done to change the world is a good way to acknowledge that the players have mattered and their time is not wasted. If such a place or person is revisited, the platers will want to defend it just that much more. It's also a good way for a DM to show that no minor detail or random NPC you may meet in a Greyhawk tavern is unimportant because they might matter some point in the future.
5. If you're going to have an epic finale, be sure there is plenty for every hero to do. Having a character be the "chosen one" is fine in many stories with only one central character, but RPGs are usually ensemble casts. Give them stuff to do and personal goals to tie up at the end. this is why I feel quests like Five Shall Be One's quest for the five Blades of Corusk is great, because it requires all the heroes to be invested in the story and lend a hand in victory.
6. Character death should be epic, not pointless. This is of course easier said than done. But if the PCs live as well, there should always be an opportunity to take one for the team. The struggle against Kyuss in Age of Worms was quite good at handling climatic situations in this fashion.
7. Sometimes a new player thinks outside the box better than veterans. If this ever happens it is a breath of fresh air for DMs and a shot in the arm for long time players. I've seen it happen occasionally over the years. Never discourage creative plans and ideas, no matter how silly or over the top they may seem at first.
8. It's okay to move up the timeline. RPGs these days work in at accelerated pace. It's easy to do an Adventure Path like Savage Tide, that takes less than a game year to finish but takes the PC from 1-20th level. So your PC may be ultra powerful and rich now, but has he really developed? As a DM, adding incremental timeline changes gives the players an opportunity to change not just their stats but their character's personal story moving forward.
9. Cross-overs can work. Are you a DM that runs more than one game group? Do they play in a shared world like the World of Greyhawk? If you ever get to mix these game groups up and let them cross over the teams, it can make for some interesting relationships and new group dynamics. I used to run games like this frequently and we still proudly talk about those games decades later.
10. Have an easily defined villain plot or quest. If you're playing an RPG involving intrigue, investigation or horror then sure, it can be good to slowly dish out information and build to a reveal. In an epic fantasy quest, sometimes it's good to know the danger up front and what will happen if they fail. All the stuff in between is the meat of the story and for a DM can be fluid at this point. Iuz's demons will overrun the Flanaess unless you get the Crook of Rao, And....GO!
11. A good villain or hero never stays gone for long. It's more true for comic books, but in a game like D&D it's easy for recurring villains or even heroes to be brought back into the story if needed, such as clones, simulacrum, resurrection, raise dead, reincarnation, undeath, etc. If done right this can span a wide timeline gap like in Mordenkainen's Fantastic Adventure and the sequel Maure Castle which was also written 20 real years apart.
12. Sometimes villains can make great allies or can even be redeemed. If you haven't tried to have a villain team up with the PCs to take down a greater threat, you are missing out on some great roleplay opportunities. Imagine the possibility of a romantic storyline with a villain like in the movie Willow, or something familial like Thor and Loki or Raistlin and Caramon from Dragonlance.
13. The story goes on. And when you finish your epically long campaign, sometimes it is nice for your heroes to lay the ground work for your next campaign. Pass the torch so to say. This could be like a legacy game where the Circle of Eight loses and adds new members, or maybe the timeline changes and you carry on the name of a previous PC. Or maybe your PC becomes a ruler of a nation that your next character hails from and is sent on the next quest by this mentor. There's many ways to tie up the end of a campaign and let your PC leave a permanent mark on the world.