Use a tripod if you have one, although beautiful panorama can be done without tripod if you are careful.
Prefocus, then turn off auto-focus.
If you have the time to, do a metering, choose an aperture and shutter and put it in M mode so it doesnt change. Or use AE-L (does mean you have to lock it for every shot tho)
If you have a tripod, turn off Image Stabilization.
Ensure you have an enough depth of field, use a small aperture like f/8.0
If your shot would include cloud, make sure you complete all the shots as quickly as possible (cloud moves). Same for any moving subjects too.
Finally, I find the best software for automatically stitching your phtoos into one flawless panorama is Photoshop, if you are a Canon shooter like me, do NOT use the software that came with the CD, it is really bad at blending photos together and it does not adjust the exposure between photos.