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Playing for fun versus playing to winEdit
Various types of scumming, and other game tactics which involve long repetition without actually breaking any rules, can increase your score or chance to win the game while exponentially increasing your boredom. Perhaps the most notorious example of this is pudding farming, the practice of killing unlimited numbers of black puddings for the items they may drop, while standing on a permanent Elbereth.
Greed and impatience can be big obstacles to fun, resulting in many YASDs. For example, robbing a shop by jumping out with the entire shop contents is quicker than tediously waiting for your pet to shoplift everything you need, but carries a risk of being killed by the angry shopkeeper. Sometimes playing fair is more enjoyable. (On the other hand, sometimes the opposite is the case, especially if you have a really cool trick up your sleeve. Chaotic characters are often more fun to play for this reason).
Excessive reading of spoilers arguably decreases the sense of achievement of learning the game by yourself.
Playing with roles like the barbarian that are practically unbeatable in the early game may be less fun than playing a rogue, archeologist or a tourist, which require more strategy and care to play. Alternatively, you could have a policy of randomising your character role and race whenever you start a new game, attempting to get as far as you can with whatever the RNG throws at you. This can prevent you from getting in a rut, letting you get a taste of different styles of play, and may improve your NetHack skills as a result. Adeon's ascension record on nao suggests that every game is ascendable.
Playing the game on a shared computer and competing for high scores is often fun. Sharing bones files in this manner is too. Bones files can be shared online using a program such as hearse http://www.argon.org/~roderick/hearse/hearse.html, which can be interesting and refreshing.
The most social way to play NetHack is to telnet to nethack.alt.org and also join the #nethack IRC channel on freenode. As well as sharing bones files, players can watch each others' games and offer advice.
Writing up your ascensions on online groups is arguably fun, or at least strokes your ego.
YASDs are not fun at all for the player, but may be fun for the audience if the game was played online. Spectacular YASDs on NAO can be viewed by telnetting to termcast.org and selecting the SplatTV channel.
Other observations Edit
Having to limit what you carry around is pretty annoying, which makes a bag of holding a very game-enhancing item (even if it won't reflect a death ray).