I have an HV20, so it's basically the same as what you're using.
Here's the basic guidelines I follow when going for a good "filmic" look with my camera:
- Shoot in "Cinema" mode
- Shoot 24p footage
- Use "cellphone trick" to lock shutter speed to 1/48 and have manual control over exposure.
- Light evenly, so the difference between highlights and shadows is only a few stops of light, this affords you the best latitude you can hope for with digital video.
The shutter speed issue is discussed completely in the
DV Rebel's Guide (which I highly suggest you pick up a copy of -- the extra materials on the included dvd alone are worth more than the price of the book, and the book contents are excellent). Basically the idea is that a 1/48 shutter when shooting 24p most closely mimics the standard operating mode (24fps/180degree shutter) of a film camera.
Don't skimp on lighting... EVER. Just because the camera can produce a picture in low light doesn't mean it's a picture worth looking at.
As for achieving a particular look, practice, practice, practice. Mimic the camera movements and blocking of a few scenes from something that is a good example of the style you're after. Do this until you've got it as close to the original as possible, then use the same basic methods on your own material.
Don't expect colors to look right in the viewfinder. You will want to spend a good amount of time doing primary and secondary color correction in your post production workflow. Primary color correction is matching the coloring in various shots of a scene so they all look like they belong together, like they were all shot at the same time and place even if that's not the case. Secondary color correction is where you tweak your overall look, increase or decrease saturation of all or some of the colors, push more or less of certain colors into the highlights or shadows, etc..
Finally, make sure you put enough thought and effort into your audio. The best looking film will still be painful to watch if the audio sucks, but even a mediocre looking film can be phenomenal with great audio.
As for tapes, any of the widely available MiniDV tapes will work just fine for you. Ideally you should stick with one particular kind, as different tapes have different formulas -- going back and forth between wet and dry formulas is a good way to gum up your record heads, but sticking with a particular make/model of tape for everything generally works out great. Only other thing I want to point out, and it's important so repeat after me: "HD" specific miniDV tapes are no better quality than regular miniDV tapes. We're talking about a digital signal here, don't buy into the marketing hype that "specially formulated" tapes that are "better" for HDV are worth the extra money, it's not worth the extra money.
Tripod: Get a good solid, sturdy, fluid head tripod.