Water deeply and thoroughly right after planting. This settles the soil around the roots.

For the first few weeks, water every 4-5 days, making sure the soil around the root ball stays moist but not soggy; after that reduce watering to once a week -- depending on the weather and soil conditions (sandy soil will drain quicker, clay soils will retain water). The goal is to encourage roots to grow down in search of water, so water slowly and let it soak in, don't let water run off.

Leave a mote around the base of your new plant, to ensure water gets to the roots. Do not mulch right up to the base of the plant, for the first few months.