The first thing to consider is timing. Don't plant young seedlings at 1pm, wait until the afternoon or even after dinner when it's cooler. Next point of consideration is preparing the soil. Some plants can handle being abandoned in a gravel and clay chunk mix but most will not. Soil tilth or texture is important, so make sure that the soil is a nice crumbly loam to get your plants off to a good start. In new soils add plenty of gypsum, which will improve soil tilth and provide a good base for other nutrients and trace elements to survive in.
The addition of plenty of compost, sheep pellets or other organic matter is also a good idea as this will increase the biological activity in your soil.
If you've already picked up all of this soil improvement stuff then you'll probably have all of your plants. This is a critical time because your plants have been firstly watered at exactly the same time during the day while in the care of the nursery. So if you get them home and leave them out in the sun or in the car all day they'll stress, wilt and require some rescuing.
When I propagate my plants I like to acclimatise them for a few days before I actually plant them. This requires me putting them in the garden approximately where I want them situated and letting them get used to their new home. I've learned the hard way that the little bit of soil that comes in a punnet does not hold a lot of water. To remedy this I put a centimetre or two of water in the bottom of a bucket and place the punnet in there. As well as providing a small reservoir of water this also offers good protection from wind and excessive sun.
I have also found a bucket to be an excellent tool for reviving stressed plants.
Before you plant, make sure the ground is well watered. If the soil is bone dry, water the ground, dig it over and water it again. This will help get the water deep into the soil.
Make sure the punnets are also well watered. If the roots are nice and wet they will immediately start taking up water in their new home. Once the plants are in the ground, gently water with a tin or jar (not the full blast of the hose) and cover the ground with pea straw.
To protect the young plants from slugs, surround the area with a ring of bunched-up bird netting. Keep an eye on the seedling for the first week, but as long as you water well, your young plants should be away laughing.