Here's really what I would tell any graduate student. Granted mine are more big issue topics, but important none the less:
1) Graduate school is hard. Getting tenure is harder. And you have to work A LOT faster. A lot faster. So you shouldn't be waiting for that paper to be perfect in order to submit that paper to your advisor or for peer review. Nothing is ever perfect. There will always be holes because invariably you're too close to what you write to see them. Let someone else, like your advisor or a bunch of reviewers, tell you what you're missing. Don't send in crap, but don't wait 2 years. Learn to work at a high level at a good pace. That way, when you do get that tenure track job you aren't shocked and you've learned how to take criticism.
2) You don't need a tenure track job to be sucessful. Getting job running numbers or anything else for that matter is great. You'll be less stressed and make a TON more money. Yes, you won't have all the flexibility that a prof does, but you won't be working 70 hours a week for bad pay and an uncertain future. Do not feel bad about going into an industry job. Ever. There aren't a ton of tenure track jobs anyway and selection into one of those jobs is more random than you think.
Other advice:
a) There's a fine line between being professonalized and becoming a good scholar. Learn what you need to learn to be sucessful. Learn how to publish, but also learn how to think hard. The most sucessful of us do both very well.
b) Take the time you need to sort out what you want to do. Disserations and topic areas will stick with you. You should at least "like" it so that when you're working in the area for 10 years, you won't want to go crazy.
c) Find how you like to work and nuture it. It's good to know. Me? I like a hoodie with a cold coffee shop and a mug of joe in the mid-morning. That's when I write best.
d) Don't compete with your fellow graduate students - use them. They are your colleagues. So instead of worrying about who's getting published when you're not, publish with them!
e) Conferences are important, but not ALL important. I'd rather see a fleshed out CV in regard to publications than seeing that someone had presented reguarly and not turned any work into a publication. That's actually key to looking at who knows how to do this job: can they turn work into a pub. If it's all presentations, then you look like a bad bet.
f) Figure out how to be efficent and organized. Do you really want to scour a stack of papers for a citation? Nope.
Good luck everyone - 2 years into a tenure track position and I'm still learning. That's what this profession is about - perpetual learning.
