1) Campaign to promote his agenda. He should focus on his positives, and he should not engage in negative campaigning against the Democrats (that can wait till later).
2) Consult with the GOP leadership - to get their input who should be his Vice-President. Also, he should start getting their input on who should be in his Cabinet.
3) Spread his coattails - Campaign to help elect other Republicans to Washington.
4) Be a Senator - John McCain should be on Capital Hill as much as possible, and he should try to disrupt the Obama and Clinton Campaigns by forcing them to be on Capital Hill.