Can be hard work sometimes, but also remember, to get the most out of your co-pilot, they need to be confident that they are part of a team!
I think this is one of the most important parts to being an effective captain. To get the maximum benefit from multicrew you need to be able to trust the other guy is monitoring you when they're not flying and can fly when its their turn.
Sharing sector for sector and keeping the crew in the loop via effective communication/briefing ensures you both know what you're trying to achieve and if it starts deviating from that plan query each other as to why with standard callouts or just plain english. This usually ensures any unsafe situations are handled before the point a change of control is necessary. If another crew member starts to deviate from the plan without telling me whats changed I will assume he's making an error and will query it. If the aircraft state will lead to an unsafe situation don't wait for it to get there, act, if it involves taking over than so be it.
From a leadership point of view aspire for the highest standards, operate within the rules but don't make the crew feel like you are invincible as they may not communicate errors or problems to you that you have missed. If an FO does call you on a speed or tracking tolerance or points out you have made an error make sure it is clear you appreciate the input (no matter how stupid it may have been) and don't come across as if you knew you were making the error and was getting around to it.
When you get to point that you have non-pilots as part of the crew have the same respect for their input. Flight attendants pointing out loose fasteners or stange noises and smells are important. Never dismiss a problem they point out as they may eventually stop trying to pass on info and give up thinking that their input is not valued.