Well, remember that in 35mm land, you're committed to shooting an entire roll at a single ISO unless you want to change mid-roll or carry multiple bodies. there are several ways around this:
-If shooting faster film, invest in neutral density filters. If you're shooting 400-speed film, using a 2-stop ND will be like shooting 100-speed film.
-If you're shooting slower film (25-100 ISO) you'll probably want a tripod as light fades. Slower films have tighter grain structure, so your shots will look cleaner. Slow-speed black and white is more popular amongst landscape photogs, while faster film is more popular for street photography.
-Professional print films have pretty wide exposure latitude -- that is to say, usually being a stop or 2 off will still create a usable image. I like Delta 400 because it's good for almost 4 stops in either direction, so it's easy to decide whether you want the image to have more detail in the shadows or highs. This, of course, requires you to know your meter well, so be sure you can imagine the exposure after you've dialed in your settings.
-35mm film is cheap, so bracket your exposures if you're unsure. You will learn how different films react to exposure miscalculation over time, so be patient.
Film photography is extremely rewarding once you're comfortable with your emulsion choice and general skill. Don't skip a shot because you're unsure it might not look right -- take it anyway and note your settings. If you're serious about shooting film, feel free to PM me if you have a specific question.