How can I effectively use Redux in a React.js application for state management?

When using Redux in React.js, start by defining your application's state shape and identifying what data should be managed by Redux. Redux allows you to create actions and reducers to handle state changes, so make use of them as well. Also, use the `react-redux` library to connect your React components with the Redux store, while utilizing actions to dispatch state changes and selectors to retrieve data in your components.

You should also remember to keep your reducers pure and predictable, consider using middleware like Redux Thunk for handling side effects or asynchronous actions. Last but not least, regularly refactor your Redux code to avoid excessive boilerplate and ensure maintainability.