Playing with lots of colors makes deck building interesting, but it also makes it difficult. Like all Limited formats, having a reasonable curve for your deck is going to be important. You don't want to sit around and do nothing for the first three turns of the game. However, managing your curve in a multicolor format offers some unique challenges. For example, let's say we're playing our Selesnya deck and we've decided to splash blue and red thanks to some lucky Guildgates and a good rare and/or mythic rare or two. Zhur-Taa Druid will almost certainly make its way into our deck, but it may be unreasonable to assume we'll be playing it on the second turn. Our red splash is likely made possible with Cluestones and other fixing. Depending on the number of red-mana-producing lands we have, it's probably more correct to categorize our Zhur-Taa Druid as a three- or four-mana creature for the sake of deck building, because that's the turn we're probably going to be able to cast it.
Play your bombs! Oftentimes, players will get caught up in staying on color and miss out on some epic bomb opportunities. Gigantic rare monsters are notoriously powerful in Sealed; don't be afraid to splash a third or even fourth color if it means you'll be able to cast a scary rare card. The Prerelease is probably the best time to test the limits of the format and experiment with multicolor monstrosities. Have you and your friends been debating the power level of a specific card? Throw it in your sealed deck and take it for a test drive.