For the page itself, keywords in title are most important, then header tags, and also keyword density on your page. You don't want to have too little, but too much is considered spamming.
SE's also take into consideration how many supporting pages you have that relate to the topics on your front page. Building a "nest" of keyword optimized pages that work together is best, but not just spam. Have true content on each page.
Some SE's are mostly based on link popularity (ie google).
Check this forum for more info:
http://searchengineforums.com/bin/Ultimate.cgi
Hope that gets you started
