Fancy footwork:
At any time during play, hold R2 and move the Right Analog-stick to execute moves. Side to side does a stepover, back pulls the ball back, and rotating it in a circle does a maradona.

Buying players:
If you want to buy a player, bid for them about 1 or 2 million above the asking price. This ensures you of signing that player. Players that are worth buying include:

Thierry Henry
Ronaldinho 
David Beckham
Ronaldo (either)
Tim Howard
Roberto Carlos
Alexandre Del Piero 
David Bellion
Ruud Van Nistelrooy
Hernan Crespo 

In the first year, it is almost impossible (unless you bid over 5 million above the asking price) to buy Thiery Henry, David Becham, Ronaldo, and Del Piero.

Recommended team:
Create a team with the following players.

Goalkeepers
Tim Howard
Iker Casillas 

Defenders
Rio Ferdinand
Paulo Maldini
Alexandre Nesta
Roberto Carlos
Lilian Thuram
Sol Campbell 

Midfielders
David Beckham
Zinedine Zidane
Cristiano Ronaldo
Luis Figo
Ronaldinho
Edgar Davids
David Bellion 

Forwards
Thierry Henry 
Ruud Van Nistelrooy
Ronaldo
Del Piero
Shevshenko
Adrian Mutu
Hernan Crespo 

Create a team with the following players. Note: The players are expensive so you might have to sell some of your best players first. The subs are up to you.

Defenders
RB: Michel Salgado (Real Madrid)
LCB: Fabio Cannavaro (Inter Milan)
RCB: Alessandro Nesta (AC Milan)
LB: Roberto Carlos (Real Madrid) 

Midfielders
LM: Zinedine Zidane (Real Madrid)
RM: David Beckham (Real Madrid)
CAM: Ronaldiniho (Barcelona) 

Strikers
LF: Ronaldo (Real Madrid)
RF: Theirry Henry (Arsenal)