The primer (link above) will tell you all you need to know.
But, in a nutshell, they are very poor shippers and there is some thought that a majority come in with intestinal worms. They also don't always acclimate well even from one tank to another. However, once acclimated, they tend to be reasonably hardy, from what I understand. They rarely have any issues eating mysis or other frozen food, though they do also hunt pods all day long so they need an established tank. They're also rather passive, so probably won't fare well with more aggressive tank mates.