Number of records in the database

Hello,

I was hoping you could give me some tips regarding how to deal with databases that holds few million records. I am quite confident with dealing with Access, however my experience is with smaller databases that holds thousands rather then millions records. I was wondering if you could give me some tips about how to manage such big databases. What should I pay attention to, what are the trickiest things I should look at or are there any tricks to get around such enormous amount of data?

Thank you in advance