What is the most practical way mount this sort of module having no pins?
This probably isn't what you want to hear, but the cleanest and most reliable way to do it would be to buy/make a breakout PCB.  This would give you all pins in two neat rows, perfect for breadboarding.  Depending on what it is (Bluetooth module, by chance?), you may also be able to buy a version already on a breakout for a couple bucks more.  You could also make your own if you are at all familiar with PCB design.  If not, this could be a great starting point :)

As for special considerations, they likely have all the bypassing, etc, that they require, so you would just need to give it a clean power source (i.e. stable voltage with a decent size electrolytic cap somewhere on the rail).  It also wouldn't hurt to have a generous amount of ground plane (NOT under or in front of the antenna) that is well connected to the device's ground, which could improve your RF.