Coupled thermo-mechanical FEA: meshing, BCs, and nonlinear material effects

[Charles53]

I'm a mechanical engineer designing a new component that will undergo significant thermal cycling and mechanical stress. I'm planning to use Finite Element Analysis to model the stress concentrations and potential failure points before prototyping. My experience is mostly with static structural analysis, so I'm less confident about setting up a coupled thermal-stress simulation. What are the best practices for meshing and defining boundary conditions for this type of multiphysics problem, and are there common pitfalls in interpreting the results, especially regarding material nonlinearity at high temperatures?