One big suggestion, depending on where you're coming from (as it's a rather big question), would be to leverage the ColdFusion component (CFC) as much as possible; the CFC architecture is excellent, versatile and powerful, it integrates quite nicely with Flex (and will do so even better in coming versions of Flex and CF), so to the extent you can design your component tier with that in mind, you'll be glad you did.
It's been a while since I wrote CF code, but on the last big project I did with it, I spent a good deal of time designing a functional tier out of CFCs to be used by the plain ol' Web app, much as it sounds like you're doing -- and then later, when it came time to bolt on an Ajax UI for a subsection of the site (it could've been Flex, but in my case, it happened to be a YUI implementation), I created a facade layer of publicly exposed CFCs whose job it was to wrap and expose a specialized subset of the functionality provided by the first tier. Doing so allowed me to leverage and extend existing code in a way unique to the services that needed it, without having to expose the underlying (first tier) CFCs directly.
I'm sure other folks will have many more (and probably more detailed) suggestions, but that's the one big one I have for you first off -- learn, know and use the CF component. Good luck!