You sound like me in the summer! We are now at the end of au pair no. 2, and expecting au pair no.3 in a couple of weeks.
We LOVED having both our au pairs, and fully expect to love having our new one with us, too. But, yes, it's scary before they arrive. You don't quite know how it'll go (and there are a lot of horror stories out there). But in most cases, if you're reasonable and they are too, you can all have a brilliant time. My children absolutely adore our current au pair, and we are all really going to miss her when she's gone. It's so helpful to have another pair of hands around the house, and is actually lovely to have someone else around the house for company.
My only hints are ones I picked up from here, which range from the specific to the general: write a 'handbook' with as many expectations and as much info in it as possible. We set some ground rules in ours (no overnight visitors without prior agreement, for example. I don't mind friends and boyfriends visiting but I draw the line at one night stands...) and put emergency contact numbers and all sorts in it. Other bits of advice included to put together a welcome set with some chocolate, a magazine, etc. I always ask our au pairs if there is anything they like to eat or would prefer not to eat - though actually they have been too polite to say so far. Another MNer advised that helping to empty the dishwasher is a good task for when an au pair first arrives. Sounds odd, but it gives you something to do, and you do it together, and it means you show them where things go in the kitchen!
Another MNer said 'don't let anything go', which isn't as negative as it sounds, but just means, I think, don't be too British about not speaking up. It's taken me a while to get this, but now when something isn't quite right I just immediately say, breezily, "Would you mind getting that?" or "Actually, those plates don't go in the microwave." or "Could you give me a hand?" And that's it, done, rather than me stewing over it for ages and leaving something small to become a big problem. I think the language barrier means my normal stumbling roundabout way of talking isn't very useful, and a quick, "Please be careful with that." is much better, easier, and doesn't cause offence.
With my children, I have found I need to draw back and allow a bit of time for them to get to know the new au pair. My 6 year old has been v. warm but my 4 year old has been, variously, cool or foul at different times. I am now planning a settling in period for her, including some blatant bribery, such as my new au pair saying, "So, DD2, I really want to buy some Kinder Eggs, but I don't know where I could buy some. Can you show me?" then they have a little trip out a deux, and come back with chocolate, and lay down some nice associations as well as having a chat together. (My 2 year old is entirely unpredictable, so god knows what will happen there or how I will manage it.)
I also think it takes a long time for an au pair to settle in. The first week I think you are basically showing them around. The second week they are asking questions and trying to get on with it. Both times I found they were helpful from early on, but it wasn't until several weeks in that I suddenly realised they were really capable, and we had worked out how things would go, and things were running really smoothly.
I read someone online saying that it would all work if you just thought of how you'd want someone to treat your daughter if she was in a foreign country, and that guiding principle has been really helpful to me.
Good luck! I hope all goes well. Come and let us know.