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Styles vary per DM. I certainly have a softer-handed approach than a lot of people here, especially when it comes to "misbehaving" (and what constitutes "misbehaving" vs "a change in narrative direction"). Anyway, here goes...
1. You aren't telling a story, you're telling the players' story. The story's a lot more engrossing if your players aren't just watching it unfold for the NPCs. If the PCs end up taking responsibility and calling the shots instead of being errand boys for more important people, they (depending on the player) have more invested in the story than just doing what they're supposed to.
2. Don't make NPCs too strong. It's tempting to make your NPCs uber-powerful so that the PCs can't decide to fight or ignore them. This causes a problem of the PCs wondering why the NPCs are asking for help in the first place. "Because I'm ultra-powerful and bored" is a bad reason. If your NPC is really worried that your PCs will try to kill him, he should communicate through a proxy.
3. Once a Big Bad Evil Guy is defeated, he's done being a big bad guy. Narratively, his threat is over. Don't design a fight where the PCs triumph over the BBEG and he escapes to cause more problems. This can cause BBEG fatigue. That isn't to say that he can't come back as an antagonist later, but his defeat puts the PCs over him and you'll have to present him in a different fashion. Maybe he becomes the minion of the new BBEG or maybe his defeat has caused him to do something fatally drastic, but the PCs shouldn't have the same fight with the same guy if they've defeated him before.
4. Don't get too attached to NPCs. They tend to have short life-spans.
5. If you want some NPC to be memorable, create something memorable about them. I still remember Joe the Ugliest Gnoll from about 10-15 years back. We were using monster tokens, and ran out of Gnoll tokens. We used a Hell Hound token, the DM stumbled for an NPC name for the throwaway encounter, and "Joe the Ugliest Gnoll" was born.
6. Roll with it Sometimes the unexpected happens. Try not to get too attached to the rails and sometimes the plot has to take some odd twists.
2) or offer to pay them but have the money at another undisclosed location :)
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1. Try to understand what the players want for the PCs and give it to them... eventually. A player may like drama, roll in some side quest that involves their loved ones tragic death, kill the NPC they're attached too, give them a chance to roleplay the hurt guy. Another player likes heroics, give them a chance at that, they take down the bad guy while the queen was around, they get a metal... whatever.
2. Balance attention between your players, make sure the plot revolves around ALL players or some players will feel like they're just moving around NPC-No2.
And of course this because it can't be stressed enough
1. You aren't telling a story, you're telling the players' story. The story's a lot more engrossing if your players aren't just watching it unfold for the NPCs. If the PCs end up taking responsibility and calling the shots instead of being errand boys for more important people, they (depending on the player) have more invested in the story than just doing what they're supposed to.
3. Finally, this is something I've come across lately... avoid any "GM is God" ideas. "Whatever I say goes" etc. etc. Yes, you will make the final decisions in certain matters but... well... some GMs go power crazy.
4. Have fun!... Hopefully you mean you're a new GM not just new to Pathfinder, otherwise you know this already :)
Edit: Some may dissagree but... keep your personal opinions off the table. The only way to explain this I had a real life anarchist atheist DM and I play mostly lawful religious characters, he was trying hard to make my character see the light. Funny at first, annoying later.
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You've already gotten advice on taking into account the play styles of your group members. So let's see about new stuff.
1. Use Fodder. Don't hesitate to have regular orcs and goblins be foes even after the PCs are level 5+ Your wizards and sorcerers are usually itching for their first big area attack and by the time they get it they almost never get to catch more than 2 foes in it.
2. Be Careful using Fodder. As a GM you'll need to use a little common sense and situation analysis that goes beyond what any chart can provide. We will use the Tooth Fairy as an example.
This creature is CR 1/4
Eight of these fighting at the same time is considered a typical, or average, challenge for 4 Lv 3 Characters.
However this would probably be a bit too much. They can fly, cast Invisibility, cast Sleep, have a +19 to stealth, CR 2/cold iron, and when one dies any PC within 5' must make a save or be sickened for 1d4 rounds.
If you are fighting with them at their full capacity you can see how this will be too much for a typical fight.
3. Some players love pretty do-dads. It depends on your players but they might find a cheese shop or snow globes to be the most awesome thing in the world. My group learned to shout "Shopping!" to see the expression on the GMs face. We weren't looking for magic items. We wanted to see how creative he could be with snow globes and fedoras.
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I think Kitty offers great advice.
I'd elaborate a bit on the first point though. You are telling a collaborative story. It's theirs, but it's also yours. It's the group's, but it's also every individual's.
As the GM, you kind of have the most say and power on how things play out. And thus, the most responsibility. If you've always agreed with Tolkien's bearded dwarf women, for example, then so be it. If you want the setting to involve a continent with a single utopic government (until the game starts, because, well, the PCs need something to do), then so be it. If on the contrary, you like a grittier setting full of racism, war, slavery, and whatnot. Again, your call.
Your call, but not solely your call either. A GM should typically consult his players to make sure that their artistic ambitions are compatible, if you will. If you want a classic tale of white shining knights that defeat evil, and some PCs would rather be less moral misfits/reluctant heroes, some people are likely to end up disappointed or frustrated. I think that no matter what, being honest and upfront about your intents can only be beneficial. Props if you can think of a few campaign ideas and run them by your players, and tweak them as needed.
This extends to encounter design as well. Yes, you design NPCs that fight the PCs, but it is probably best to view yourself as being on the PCs' side. You want them to shine. You want them to enjoy the fights. Balancing encounters is not about looking at everyone's' strengths and making foes resistant to that. If you want a creature to negate a bunch of damage, basing DR off the two-handed heavy hitter's would simply mean he'd be the only one able to damage, making all other martials moot. If you put super high saves because you don't want Hold Person/Monster to end the fight, then you've shut down pretty much all spellcasting. It's easy to encounter a new PC ability, and go "that's too good", and then completely negate it every time. It's a common newbie mistake. Spamming creatures with True Seeing, Scent, Tremorsense, etc. against a sorcerer that got invisibility for example. Well these guys don't get a lot of spells, if you do this all the time, you've made him waste a terrible amount of resources in terms of spells known, plus all the times he prepared the spell and couldn't use it, and the rounds he spent using it to no avail. If the martial has a super high attack bonus, jacking up a ton of natural armor just to give him a challenge will just mean nobody else can hit. Etc.
Instead, I try to think of strengths. This guy's stealthy? Let's put an objective he can sneak to for great effect. This guy's got a ton of damage? Let's put some objects that need smashing. This guy likes AoE? Some swarms. An archer? Some dudes atop watch towers or cliffs. Find stuff only one player can do, and create a "secondary objective" for it that makes the fight much easier if accomplished (or much harder otherwise). You can't have that for everyone all the time, but you can certainly alternate on a per-fight or per-session basis. Imo this is the best way to make sure you aren't accidentally negating someone's build. Perhaps counter-intuitively, I also like to add some challenges that are based around archetypes that aren't necessarily filled by the PC, with adjusted difficulty, of course. If nobody in the party even has a ranged weapon, I might put an enemy crossbowman atop a crow's nest anyways, forcing them to either take cover or climb up to kick his ass, while not risking the dude outright killing them all for it. If the party lacks AoE, I might just send an occasional swarm anyways, just not one made of creatures too small for them to harm unless they can simply avoid it. Picking at stuff like this that the party did not specialize in can incite them to diversify their tools a bit and thus specialize less. After all, things can tend to get quite broken when some characters start specializing too much. But the point is only to add realism and incentivize more balanced builds, not to punish players into picking costly options that they couldn't easily address if at all.
Stats are for functionality, not flair. Don't try to use stats to impress or create fear. Use description to create atmosphere. If you want players to cringe or be worried you'll go much further with a verbose description than you will with some giant block of bonuses.
Try to balance encounter pacing, a few quick frantic fights then the occasional slog. If every fight takes forever they will become a chore and no one likes chores.
Be prepared, but don't over prepare. If the PC's bypass your plans, reward their creativity and shelve that set of notes to be renamed and repurposed later.
Some players like just to advance, advance, advance, others would rather sit at a given level indefinitely and simply live in their character, find this out before you begin play by asking players and run your game accordingly. (For my group they want to breeze through the first four levels and then slow to a crawl so that's how I pace my games, but everyone's different)
run some shorter adventures, OP, like a couple of modules or scenarios
let players experiment with multiple low level characters over the course of these adventures and get used to things before committing to something like a long AP or homebrew world