Lots of good hints above. The three I really second are smoking at 300-325, taking off heat and resting at 125-130 internal, and I love pecan with my venison.
Sometimes it is hard to compare venison to other meats so those new to it can get an idea of how to cook it. Something that is thicker and boneless but cooks in a similar manner due to its lean nature might be Baltimore-style pit beef. They use large roasts from the round and it is quite lean. It is usually cooked to med-rare and sliced thin.
One tip that I would add is to make sure all fat (tallow) and connective tissue/ membranes are thoroughly trimmed on your venison. It takes some time but makes for a much better product from either the oven, stovetop, grill or smoker.