With MyISAM, the main points are disabling keys and setting session bulk_insert_buffer_size, myisam_sort_buffer_size and key_buffer_size; see http://venublog.com/2007/11/07/load-data-infile-performance/

With InnoDB, the main points are disabling foreign key checks and setting innodb_additional_mem_pool_size, innodb_buffer_pool_size, innodb_log_buffer_size, and innodb_log_file_size; see
http://www.mysqlperformanceblog.com/2007/05/24/predicting-how-long-data-load-would-take/.