Building the web of trust with GPG.
Do you still remember PGP 2? When you added a key or changed trust parameters, it would automatically detect that some keys got certified, and would ask you whether you considered these keys' holders trustworthy. GnuPG is lacking this feature: You'll have to use the key editing menu in order to adjust trust levels of any keys for which you consider this appropriate. Of course, this is cumbersome - in particular when you add keys to your key ring routinely, and keeping track of trust levels is not an option.
This script may help you to assign trust levels: It will look for keys on your keyring which carry well-certified user IDs, but haven't had any owner trust level assigned to them. It will then run gpg --edit over all these keys and allow you to nicely adjust trust levels.