Sending mass email - considerations?

Hi,

I am going to be sending a mailer to all members on one of my sites and just wondered if there is anything I need to take into consideration before doing so. My virtualmin set up is pretty stock.

I will be sending from within vBulletin (forum software) and we have around 40,000 members.

Do I need to tweak any settings or be aware of anything?

Thanks in advance.