I have thousands of dollars worth of cameras, but the only picture I have in a museum collection was taken with a Diana F+! Everyone here has good tips. Here's a video showing how to load the film:
http://www.youtube.com/watch?v=OispKRvjMys

A nice thing about the Diana F+ is that there are many creative things you can do with it. Multiple exposures, panoramas, pinhole, light painting, you can really do a lot. Have fun!