Though running missions is ten percent thought and ninety percent sweat, there are always ways to refine the process, and always handing questions that need addressing. Here are five such questions, answered and hyperlinked. These questions focus on pirate missions and low-security space.
What are the pirate factions, and how can I run missions for them?
The "pirate factions" are those that are hostile to the empires that run high-security space. The most important pirate factions are the Angels, Blood Raiders, Guristas, and Sansha. Each pirate faction controls an area of space. Sometimes that space is an entire region, and sometimes it is just a set of stations. The pirate faction will have agents with missions available in their stations, though there are occasionally pirate agents located outside their territory. As long as your standings with that pirate faction and corporation are high enough, you can run missions for them just like normal agents.
A good way to find pirate agents of a particular faction is to use an agent finder site. My favorite is EVE-Agents.
What are the consequences of running pirate missions?
It's all right to run missions for pirates, but don't be surprised if the NPC empires start hating on you.
If your standings with an empire sink low enough (below -5) then faction police NPCs will start to appear when you wander through that empire's high-sec space. At that point you will either need to start running missions for that faction (or if you can't, for a faction friendly to that one) or pretty much write off travelling through that faction's chunk of empire.
Also, when running missions against CONCORD it can affect your security status, eventually limiting your ability to travel in empire. Your security status essentially is your standings with CONCORD, so doing kill missions against them is a poor idea if you like being able to travel in high-security space.
What are the benefits of running pirate missions?
Pirate missions are not inherently more valuable than other missions, per se. Many of them have some really good high-end loyalty point store options, though when it comes to pirate implants and faction battleships the market can be kind of fragile, crashing easily if a price war starts. Most pirate missions will take place in low-sec or null-sec, however, and the rewards for those tend to be higher, often as much as a third more when run. There are also a few special one-time trade-in missions available to each major pirate faction, and these tend to be worth more than those available to the four main non-pirate factions.
How can I avoid getting a mission that sends me into low-security space?
Running missions in low-sec is dangerous, though some areas of it are moreso than others. Your best bet to avoiding missions there is to not use an agent that is within a couple jumps of low-sec space, and to decline any mission that sends you there. Of course, you can only safely decline a mission with a given agent every four hours without suffering penalties, so this can be annoying.
Even if you get a mission that would take place in low-sec, don't dimiss the idea out of hand. Courier missions through low-sec are generally pretty safe, assuming you are in something fast and small, or a cloaking blockade runner. Combat missions can be a lot riskier, and I do not really recommend pursuing them in low-sec unless it is your definite intention to do so.
Do missions pay more than mining?
A new player might not find the small rewards of low-level missions especially enticing, and take up mining instead. This is generally a mistake. A beginning miner might make more than a beginning mission runner, but mining does not scale up especially well, while low-level missions are steps on a path leading to level four missions, loyalty points, datacore agents, and good standings. Mining has been especially bad lately. This is due chiefly to the havoc played with the mineral market in the Tyrannis expansion.
Even if you just want to mine for minerals in order to make your own equipment, you are usually better off just running a mission and buying the minerals or gear, in less time than it would take to do the same via mining. Or better yet, try salvaging.