Well I had my first experience with shooting a game and the Dallas Cowboy Stadium, wow, what an experience. I took some advice from Scott Kelby's blog on the settings and it worked fantastic. Here are the settings from Kelby that I set on my Nikon D700
I shot in manual mode, exposure -1/3, ISO 1600, shutterspeed 1/1000. With that shutterspeed you do not need the VR lens setting on
1 - Focus mode to Continuous
2 - Dynamic Area AF
3 - AF-C Priority set to "release"
4 - Dynamic AF to 9 points (ideal for sports tracking)
5 - Focus tracking with lock on - set to short (this allows camera to refocus on your subject if a referee or someone else gets in your way for a sec
6 - High continous shooting
Images here: www.imagesbychappy.com