I have what probably seems like a stupid question and need some guidance.
I have a presentation coming up in a few weeks where I am going to be showing a Keynote presentation on a new unibody 15 MacBook Pro, and most likely through a Dell projector and some desktop speakers.

I have never done this before so I am not quite sure as to the work flow involved.

I plan to output this way:
1. Set Keynote to display on "secondary monitor"
2. Mini to DVI or mini to VGA out of MacBook Pro to Dell projector
3. Audio output from 1/8 port to monitor speakers

Besides what is listed above, is there anything else that I ahve to be concerned with, like in the Apple Display Preferences?

You got it right. Just open System preferences and make sure the Mac is sending video to the Dell at a resolution the Dell likes.

In case you get lost, everything you could possibly need to know is right at your fingertips in the online "Help" menu for Keynote:

Here's the topic to look for and the plethora of subtopics - everything plus the kitchen sink: