When installing bar ends, make sure that the fasteners and clamping area are placed in an unobtrusive fashion so your knees don't contact them and get sliced and diced in a crash. It's also a good to idea to check them for tightness frequently, because if a bar end slips while you're pulling hard, it can be disastrous.
Adjusting Bar Ends
Position bar ends on the handlebar to match the natural angle of your hands and wrists when you grasp the bar ends. If you're bending your wrists to hold on, change the position of the bar ends until your wrists are in a neutral, relaxed position. This may take a little experimentation. For most riders the bar ends are angled slightly upwards but not too steeply. If you set them too high, when you stand to climb, you'll have to bend your wrists a lot, which can strain the wrists and prevent you from maintaining a safe grip.
If you're concerned about bike weight, there are carbon fiber and magnesium bar ends that are extremely light. Lightweight handlebars, however, will need to have reinforcements inserted inside the ends, so that the bar-end clamps tighten securely without crushing the bars.
Fit And Feel
Some bar ends are anatomically shaped to better fit your hands, which you might like. These may be bent aluminum or carbon fiber. Forged construction adds strength and matte or scored finishes improve the grip. Some riders like to put road handlebar tape on their bar ends, too, for comfort and to keep them from heating up in the hot sun.
Keep 'Em Plugged
Finally, always keep the ends of your bar ends and handlebars plugged. If you lose the caps that the bar ends and handlebars came with, stuff anything (cork, cloth) in there, or tape over the hole until you can get the correct replacement. This is important because the thin edges of bar ends and handlebars can cause nasty puncture wounds if you crash.