Ok, people tend to be torn two ways on this. There are those who get dreadlocks and can't leave them alone, each loose hair has its place and each dread tip must be immaculately crocheted to perfection. Then there are people who never touch their hair and enjoy the extra time they gain from not having to brush and condition and cut and trim etc etc.
Here's what you need to know...
Dreadlocks are formed by neglecting the hair. You leave the hair to its own devices and eventually dreadlocks will form from the chaos, so you really don't have to do much to keep them on the right track.
The best thing you can do to maintain your dreadlocks is to follow a good washing and drying routine. Keeping them clean and then keeping them dry is essential for the longevity of your dreadlocks. When you keep them clean, but not conditioned, you're putting your hair in a good state for locking-up. Also if you keep a regular cleaning routine you're going to stop the hair from becoming irritating and itchy. Thoroughly drying them after they've been washed is equally important. Leave anything damp sitting around long enough and it'll start to become unpleasant - dreadlocks are no exception. Roughly drying with a towel also causes a lot of friction and can help form new knots.
Washing and drying is the essential maintenance. Companies will often try and sell you maintenance products that you don't need - they will assure you that you do.... but they have products they want to sell. Not all products are bad, but most are unnecessary and most are just repackaged simple ingredients you can find around your own home. I cannot stress enough that dreadlocks need time and patience, but that makes it easy for companies to cash in by selling quick fix dreadlock products. There are no magic instant dreadlock products, there are just those that are waxes or variations on waxes/gels that stick your hair together to make them look more like tighter dreadlocks (while in reality actually slowing down the locking process by inhibiting the movement of the hairs and therefore stopping them from forming new knots). Then there are also products that simply dry out the hairs and make them more frizzy allowing them to knot up. The gels and waxes you really don't want to go anywhere near, the drying/frizzing products are completely unnecessary and the same effect can be achieved without buying branded products. You can make your hair dryer and more frizzy by using lemon juice, swimming in salt water or rubbing a wool jumper over your hair. Do you need to do this? no. Does it actually help in the long run? who can say. Over time the lemon juice will also bleach your hair slightly, but it's kinda sticky so needs washing out quite quick.
You may have to rip and/or cut certain dreads to stop them from merging together into congos. This is normal maintenance, if you would like your dreads to be fatter then simply don't split them! More information about that on my Congos page.
You really don't need to do anymore work with them than that. Feel free to play with them during the day, the friction encourages the knotting process, but they get it from the towel drying and when your head rubs on the pillow anyway (this is why you will find that the dreads on the back of your head mature the fastest).
I'll cover some other little bits here:
this technique is commonly recommended by most sources of dreadlock information. You place a dreadlock between your palms and... roll. You're squeezing the dread, pushing loose hairs into the body of the dread and rounding the whole thing off. This technique doesn't cause any damage to the dreads but it's positive effects are also debatable. Most visible progress made by palm rolling will be undone once you wash the dreads again. So by all means palm roll, but don't stress too much about it!
you take the base of a dread between your thumb and forefinger and rub the dreadlock against your scalp in a clockwise motion. This technique definitely has pros and cons. Some people feel that it helps knot up the roots better. But on the down side it can give you a sore scalp and possibly break hairs at the root, which you really don't want. Roots will lock up by themselves given time and patience, the best thing to do is leave them to it for the first few months!
another really popular one here which has pros and cons. You punch the really thin crochet hook through a dread, grab some loose hairs on the other side and then pull them back through into the dread. It can also be used to blunt the tips of a dreadlock. Many people use this method for attaining very neat locks, the problem is that it is very easy to over do it. Every time you crochet your hair you are punching tiny holes in the dread, now while the really thin hook will push most hairs aside, you are still running the risk of breaking hairs inside the dread. This can, overtime, weaken the dreadlock, which needs to be strong to hold up all that weight of wet hair!
I have some more information on loose hairs, dread roots and dread tips in my - Loose Hairs, Roots and Tips section.