When installing the plugin, depending on your setup, Eclipse may fail with a message that dependencies are missing.

com.android.ide.eclipse.adt.feature.group requires 'org.eclipse.wst.xml.ui 0.0.0' but it could not be found
Unless your Eclipse is too old (the plugin requires 3.4 or above) this is not really a problem with Eclipse, the SDK, or ADT, but rather how various operating systems package Eclipse. The appropriate components need to be installed or Eclipse needs to be configured with the appropriate software update site for its version so that it can resolve dependencies for you.
For eclipse 3.5 (galileo) the appropriate update site is http://download.eclipse.org/releases/galileo – if it is missing, you add it in the same place you add the plugin:

Adding the Galileo (Eclipse 3.5) update site
OS-specific experiences
Under Windows, using the Java Developers version of Eclipse, I had no problems.
In Ubuntu 9.10 the default Eclipse install from the Ubuntu Software Center is almost useless. You need to use Synaptic to add to Eclipse after the default install is done; add the eclipse-jdt package. You also need to add the update site as above – it comes with none configured.
In Fedora, after installing elipse-platform and eclipse-jdt, I needed to go to Eclipse’s Software Sites dialog and enable the base site that was already there but disabled.
I haven’t tried it on Mac OS X; it probably just works, but comment here if that’s not so.