Most of all, remember that actual dialogue, when written down, generally doesn't read well. This is even true on stage and in film -- it's important to produce the sense of natural dialogue, not a transcript.

And the standard rule for writing: treating anything as a rule rather than a principle will cause issues down the line. Most of the examples in this post, for instance, will tend to produce dialogue in the conversational style of the writer (or rather, in the style of how the writer would be written as a fictional character). Too much of this, and the characters all start to sound alike, even when the content of their speech is distinct.