There are a couple of things every actor should know about auditioning:

Before you leave your home, make sure you have your headshot/resume neatly stapled together, the address and a map of where the audition is, and the phone number of the auditors in case you get lost.

Dress appropriately for the audition (and if you're unsure of what to wear, make sure prior to the audition to ASK the auditors what is appropriate to wear).

Arrive about 15 minutes early. This will ensure that you will have enough time to catch your breath, sit down, look over the sides and freshen up before your audition.

Be aware that there are actors who will try to distract you. Politely acknowledge them and excuse yourself graciously. Focus on your sides or on your monologue. Being distracted like this before an audition can leave you nervous, unsure of yourself, or incapable of delivering your best performance.

Don't count on nailing the audition—this puts too much pressure on yourself. Nailing the audition is good, but in the world of acting, rejection reigns supreme. It happens 95% of the time. The trick here is to not see the audition as the end all-be all. Just do the best job you can and leave it at that.

If you think you did a bad job, don't apologize—ever. Casting people and directors hate that. Just thank them and leave. Remember, there will be other auditions!

Consequently, if you think you did a great job auditioning, send a note of thanks to the auditors for inviting you to audition for them and how much you enjoyed meeting them. It never hurts to be nice.

If your agent set up the audition for you, thank them for doing so. Call or email them and tell them how the audition went. This makes them feel appreciated by you and they will remember you as "the polite one who actually cares enough to call." This will get you noticed and you will be more likely sent out on auditions.