As far as a set-up goes, with a new guitar, you should gicve it at least a couple of months of regular playing (like every day, if you can) with it tuned up to concert pitch (A440... an electronic tuner should get you there by default). Then find a good guitar tech (ask at one of your local music stores... they should be able to recommend someone or have one on staff) and get him/her to do a set-up, customized around your preferences for playing style, string gauge, etc.

Set-ups are pretty straightforward and easy for a guit-tech so you won't need "the-best-in-the-biz" for one (unless a big problem is encountered like a neck reset or some Dremel and filing adjustments to the bridge or nut) and they only take a few minutes, usually. But the difference can be like night and day on your machine; it'll play and sound much better. The tech will also install your new strings properly for you too so you can see how it should be done.