Dan,
If you need to make a straight cut, just run the torch down the side of magnetic level. I keep a magnetic tool holder strip around for the same purpose. You can also cut out wooden templates for whatever you need and run the torch around them. This is great for a part you need to make over and over again. The heat does not effect the wood.
For something where your going to have fire on the other side of what your cutting a snap on crud thug or a similar tool like a Spitznagel tool will take it off very quickly no matter what it is.
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If you've never tried one of these, you'll be amazed.
Other basic plasma tips, if you move too slow the metal tries to fuse back together again and you get too much heat and slag. If you too fast, the metal is not completely cut and you'll see the sparks going at a noticeable angle backwards from the direction of travel. If you go about the right speed, you'll see the sparks departing a slight angle and get a clean cut.
The Plasma 39 is a great machine, you'll enjoy it I have the Plasma 38. If you keep the water and oil of your air you'll find the tips last longer. Motorgard makes a great plasma filter...there is a stand off guide you can get to get the right amount of space when doing sheet cuts. You can also get a circle cutter guide.
For stuff you use a air, jig or recip saw for cutting, the rule of thumb for making that work well is that you want to a have blade that has three teeth in what ever you cutting. Many times you can make a cut with a recip saw or even a crappy jig saw that is nicer and faster than plasma but when you need plasma it's often because nothing else will work!
-Stumbaugh