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Skillfully integrating quotations in an essay is one of the trickiest things for student writers to master. Do you have any examples of what students should avoid doing?

One thing I tell students to avoid is placing quotations in a paper without properly introducing them.  One of my pet peeves is seeing a quotation standing alone in an essay without proper introduction (an attributive tag).

An example:  "Hemingway is one of our most celebrated authors" (Mahoney 15).

Correct introduction:  Allen Bates, a Hemingway scholar, states that, "Hemingway is one of our most celebrated authors" (qtd. in Mahoney 15).

kwoo1214's note about introducing quotes is very well taken.  I encourage beginning writers to write without quotes.  We spend a great deal of time learning how to paraphrase/summarize.  I think this teaches them to write in their own voice without interruption.  When they get better at this, we look at their papers together and try to decide where the work would be strengthened with a specific quote.  Usually it is something that is absolutely critical to the argument/point or something that is said so well that the paraphrase does not do it justice.

I have found that adding the quotations after they have learned the other skills makes it less likely that they'll just thrown quotes around without an eye to the overall effect.

I truly despise when a student uses a quote that is extremely long and doesn't really apply to what he/she is saying in the essay just to take up space.  I encourage students to use partial quotes to help support the points they are making, and to limit full quotes to four or fewer lines.

Another point about quotations is that many students do not know how to properly place long quotations using MLA standards, so I have to make sure they read about how to do this in their Hodges' Harbrace Handbook.  

I find that students will copy out huge blocks of text, so I encourage them to use only fragments of sentences, and to choose the best fragment to support their idea.  So, I look for a sentence of evidence to look like this:

By the end of the play, Oedipus condemns himself saying that his failure is "by heaven itself declared" (Sophocles 69).

I've used some material available at Purdue's writing lab to help students learn how to integrate quotations smoothly into their text. This website offers a wealth of helpful information: 

http://owl.english.purdue.edu/

Use of quotations is justified in two situations. One, when someone expressed an idea more clearly and interestingly than you can do it yourself. Two, when you want to support your views and statements with those of well established authority.

In both these cases that it is absolutely essential that you suitably mark out the quotations from your original quotations. When writing formal papers it is also necessary to properly cite and reference quotations and other borrowed material. There are many different standards writing styles available specifying how to do it. When applicable, make sure that you learn and follow the appropriate standards.

One thing that must be avoided is to give too many quotations. An essay is supposed to contain the thoughts of the writer and not others. Also, too many quotations make a work look pompous.

Also using material from other sources without acknowledging is plagiarism, which is unethical, and can become even illegal in case of papers for publication

I would say that you not only have to introduce the quote but include its significance. I don't think you can merely say, "He stated that ..."

It requires much more than that to become more natural.  If all you include is he said, she stated, he exclaimed, etc., those are poor ways to introduce a quote.

To borrow the quote from post #2, you would introduce it in a more relevant way such as:

In reviewing literature concerning the opinions of the greatness of Shakespeare, Allen Bates remarked that "Hemingway..." which fits in line with most scholars' opinions about Hemingway.