Update: I was unfortunately not aware of Shamus Young's severe criticism of Fallout 3 available here to link in the original piece and I regret that. It dovetails rather nicely with what I've written and it's much better executed than my piece. I strongly recommend anyone...
Moving up a boost level will smash some of the obstacles on-screen.
Always try and grab power-ups when you can, for they're pretty darn useful.
Upgrading your armour will make your runs last a lot longer, but it's not cheap.