If you’re lucky enough to have an original Uni-Vibe or own one of the modern recreations (Dunlop actually owns all the rights to the original circuitry and the Uni-Vibe name), always use the AC power adapter (if available) since the effect depends on opto-electronics and the light source that is the key to the effect wears down batteries in record time. Also, like most modulation effects, the Uni-Vibe (and modern clones) usually sounds best at the end of the signal chain (that is, closest to the amplifier), though you may find that with your personal rig, it might sound better in a different position, so feel free to experiment.
The original Uni-Vibe was available with a footpedal to quickly change the speed of the effect, so you might want to purchase the optional control pedal if your particular version of the effect supports one. Finally, modern recreations of the Uni-Vibe (including the Dunlop version) are typically capable of taking a mono signal and producing a wide stereo image on stage or in the studio.