I made a documentary two and a half years ago, and I'm planning on shooting my first narrative feature this summer.
Tithonus Pednaud's suggestions are great. I'll also add Dov Simens' From Reel To Deal,
which deals a lot with the marketing of your movie. If you're planning on taking it to festivals, you're going to want to blow it up to DigiBeta or HD, which costs a pretty penny (though nowhere near as much as blowing it up to 35).
You should check out Four Eyed Monsters
website, and watch some of their podcasts. These guys maxed out credit cards, made their movie, and blazed new trails for self-distribution. Their podcasts and blog show you how to do it:
Also, this book should be good in terms of special effects, though I haven't read it: