From watching my parents get progressively irritated with some au pairs I would say that it's worth setting out a couple of nights where she is welcome to join you and a couple of nights where she isn't. Explain to her when she arrives that you like to keep one night free so you can have friends over if you feel like it (do make an effort to do this a couple of times if you say that, offer the babysitting gig to the au pair if it's friends who are parents themselves and live locally) and one night so you and DH can have a 'date night' in. Stress that she doesn't need to go out the house but you'd really appreciate it if she left you the living room to yourselves. Then drop into the conversation that you're sure she'll have her own fantastically busy social life anyway! Add that to one night babysitting and there's only a couple of nights you'll have her around.
The 'goodies' budget is a good idea - that way she can decide what she wants to buy: exotic fruits or chocolate! Another thing to consider is a kettle for her room with sachets of hot chocolate/coffee/tea so she can make herself a drink up there in the evening if she feels like it. If you can stretch to a mini-fridge (and put a couple of bars of chocolate in for her arrival) then that's even better!
Other house rules - Strix's are good, especially the security points. I do think it's important to have some kind of curfew/arrangement where they let you know before a certain time. Apparently my father used to stay up until the au pair came home just to make sure she was okay and my mother confessed that she never slept properly until she knew the au pair was safe and sound the first few times.
As a live in nanny I had rules about the washing machine so I could do my wash with the children's or on a specific night that they'd leave free for me and it was expected to be cleared the following morning, rules for the grocery list (and in one job a household kitty, separate to the child kitty to buy milk when we ran out)
Have a contract which sets out what she does do, doesn't do, when you can let her go, how she can leave if she isn't happy etc and go through it with her.
The other important thing is to have a handbook with the house rules, rules for the children, quick meal ideas in case she has no inspiration, a timetable of the week, a list of daily/weekly chores, a map of the local area (possibly with a code to show where things are), instructions for operating the oven, microwave, washing machine and any other electrical appliance that's not self-evident (a fancy kettle with some kind of sensor but no buttons was my personal favourite....).
Spending time together is really important as is introducing her to British food, culture and generally making her feel welcome. It might cost you a bit extra if you're planning a trip to show your children a local stately home but do at least invite her along - if she's interested she'll be grateful you invited her. Another thing that a couple of our au pairs loved was playing word games like scrabble or boggle. As a teen my favourite au pairs were the ones who would play endlessly with me. I loved it because I love the games, they loved it because it improved their English. If you have young children then you might have to do it yourself or get your children playing!