Some of this is obvious for experienced players, I'll list them anyway for the benefit of those starting out. Will add as I learn/discover more.

• Duh, camera angles are very important. You probably know this already, but will mention it anyway. Always bring an alignment stick, which will make pointing your camera much easier.
• You may hit a cr@p shot, but video may redeem you by showing you you actually did what your instructor advised. That's a good thing, you're changing the picture. This should gave you encouragement, you'll eventually hit the ball more solid with the new piece.
• Everyone around you may be hitting more balls than you, it may seem video is slowing you down, but you're seeing what's actually happening versus guessing. By associating feel and real, you're actually making faster progress than those not using video.
• You don't have to be at a range to use video, practice your moves at home and video them. Even without a ball or club. Frequent shorter spurts of practice is much better than cramming.
• As per @billchao, work on one thing at a time. Usually there's a better angle for a specific piece. For shallowing, down the line, impact, face on.
• Review your swing in realtime, 30fps and high frame rate, 120/240+fps. You'll see different aspects of your swing. 
• Switch up the camera position often, don't stay with down the line or face on too long. You'll get caught up in one aspect of the swing perhaps to the detriment of another. There's also the posterior view. I'm pretty sure your range will frown upon you using a drone for overhead views.
• Review your swing on a big screen the night of or day after. You'll notice things you didn't see on the small screen. Use Analzyr (Mac) or Kinovea (PC). My preference is Analyzr as it's much simpler but feature rich.
• If your range has dividers that block the face on view, pull the mat back past the divider. If your stall is walled on both sides, you could try turning 45, 60 degrees to get a face on view, that's what I've been told, have yet to try this though, comment below if you got this to work (or not).
• If it's sunny and blistering hot, put a large towel over your head to review video, you'll look stupid, but you'll see the video better, save battery life and get respite from the sun.
• Get a tripod bag. Be prepared to say, no, I'm not going to hot yoga. It'll make life easier, trust me on this.
• When using an iPhone to record video, to save battery life, I turn off the GPS and turn on low power mode. When recording, I turn the screen brightness down - you're not watching the screen, so it doesn't matter. Yes, it's annoying you have to turn the screen brightness back up when viewing. Not sure how much this helps, but in theory it should save some battery consumption.
• Or you can painter's tape a portable power bank to your tripod and your phone will outlast you, no battery worries there. It shouldn't make manipulating the tripod any harder. I'd recommend a model that's at least 20,000mAh so you don't have to charge the bank as often.

• You may forget one or two important things your instructor told you, no matter how many times you watched your lesson video, reviewed notes. When you're in the thick of practicing, not hard to do. Copy your lesson text and/or video to your phone so you can read/watch again when things get pear shaped. I use Evernote for text, Dropbox/OneDrive/Google Drive for video. Try and put all your lessons in the cloud so that they're easily accessible. It's the closest thing to having your pro with you without him/her physically/remotely being there
• You're going to have lots of video in storage and you'll probably delete them, don't delete them all, leave a couple of videos, preferably the last swings from the practice session, on your phone for quick reference. Learn how to clip videos to save space. A full swing, 240fps, on an iPhone, takes up about 15-30 megabytes, depending on how much ball flight you capture.
• Portrait mode is looked down on, but is better for down the line views, you don't have to set the camera as far back as landscape and you can see more of the ball flight if you hit it high. Heck, use portrait all the time, that's what all my instructors do, they know a thing or two.

• To see if your shaft is pointing inside or outside the ball at A5 you can use a straight edge to superimpose over the display as opposed to a swing analysis app to draw lines, don't use a credit card or transit pass or anything important (duh), it's going to increase the chances of you losing it. Use a clubshaft as a straight edge, just superimpose it over your smartphone display. Or if you have a removable case, use that as a straight edge, or even the bottom of your hand made into a karate chop.

• If you're hitting into the sun and you lose track of the ball and you're recording in high speed video from down the line, you'll be able to the start line and maybe some of the initial curvature depending on conditions.
• To see if you're hitting the ball fat, when videoing face on, if your mat is wet, you'll see the splash the water makes, it'll be especially obvious when you hit it fat. If it didn't rain, pour some water onto the mat. Same goes for when you make contact with the mat after hitting the ball.

• To protect your smartphone while videoing yourself in the rain, trying using a rain cover provided with a bicycle smartphone mount. I use this from Morpheus Labs, it's a very snug fit, actually a bit of an effort to get on, but you can still use the touch screen, you'll have to press harder. The fingerprint scan won't work though and it'll widen your phone so your tripod mount will need to accommodate the extra width. If it protects the phone while cycling, which I found it does, pretty sure it's good enough for videoing your swing in the rain. You can use your bicycle smartphone mount as a portable kind of gorilla pod if there's something nearby to mount it to.

• Zooming in is very handy. From down the line, I'll max out the zoom in and focus in on the ball, to see where on the club head the ball hits the face. You can see heel, toe, thin, fat better this way.
• Instead of using a heavy power bank, you could use a lipstick charger and a short cable, the lipstick is not heavy enough to pull the cable off your phone. Don't need tape, simpler.
• 
• Highly recommend Mirror Vision. 

  Mirror Vision Golf | Remote Camera Golf Training App