There are only a few different pneumatic parts. Small and large pumps, small and large cylinders, pneumatic switches, airtanks, T-pieces and of course pneumatic hoses. There are a few things you have to consider when using these parts.

Pumps In most pneumatic Lego models you will find a large hand driven airpump. Advantages are a high volume of air and, if necessary, high pressure. Disadvantages are too much air at the same time (no realistic behavior of your model) and that you always have to 'push' your model. The small pumps have the advantage of producing a more moderate and steady flow of air (for a realistic behavior), but maximum pressure is lower. A maximum of 2 small pumps can be driven by 1 large Lego Technic 9V motor.
Switches Unfortunately the Lego switches can't regulate the airflow much more than closed or full open. So if you want a limited flow of air, the only way is to produce it in a limited way (with a pump). I consider to offer some parts that can overcome this problem. Will be continued.
Cylinders The small cylinder can only be used in situations in which not much strength is needed, for instance to steer your model or to operate a small bucket. Its power is about 5 times less than the large cilinder. Be aware that they only need very little air to move. In combination with large cylinders there movement will always be too fast for realistic behavior. See also my remarks at the switches. The new large Lego cylinder needs less space to operate than the old one because of its rounded bottom. So if you have limited space, use these.
Airtank The blue pneumatic Lego airtank is a very popular pneumatic part. Its air volume is about 10 times the large cilinder. However it is only useful if you need a lot of air in a very short time (for instance for a rapid movement) or to move a lot of large cilinders (say 5 to 10) at the same time. In other cases the air in the tank will move your cylinders much too fast for a realistic behavior of your model. Using an (electric driven) small pump in your model or an external compressor will give you much better results.
Hoses The maximum pressure used in pneumatic models is about 3 atmosphere/bar or 45 psi. That is more than in the tube of a passengercar. So the quality must be high, to prevent stretching or to slip of your pneumatic part. On the other hand, it has to be flexible enough to use it without twisting in the sometimes small areas in your model. The minimum space you need to make a half circle with high quality hose without twisting is about 12 mm or 0.5 inch.