Try to keep your house close to your spawn point. That way, you don't have to trek several thousand miles against generally identical pieces of land only to find out you've been going the wrong way.
Failing that, build a giant dirt tower and put a ton of torches on top and all around the side.
Adding to some useful information about resources...
Gunpowder - An advanced resource that makes TNT and is very difficult to harvest, because it only has one source- giant green exploding... things. Creepers. You have to kill it with a weapon; gunpowder is NOT dropped by detonated Creepers.
String - A resource that's slightly easier to collect, but still not a cakewalk. These are dropped by Spiders, and you need them to make bows. Spiders are passive during the day, so this is a pretty good time to collect it, but they'll still defend themselves once you attack.
Redstone - A HIGHLY advanced resource that is found near bedrock level (the bottom limit of the map). You can use it to create advanced electrical contraptions, like TNT cannons, code-locked doors, lava traps, and other crazy things. One block generally yields about 6-8 Redstone pieces. As mentioned above, you need an iron pick to mine it, or you'll just destroy the block without getting anything.