Speaking as a Star Trek RPG game master who ran his players through a seven-year story arc, being "dark and gritty" becomes many times easier for the same group of players simply because the change is so massive. Not all of these suggestions are explicitly “Dark” or “Gritty”, but they do all reflect the special feel that the Conan books have.
DO:
•Remember that authority is fluid and harsh. It's much easier to advance by killing those in front of you in line, but the consequences to failure can be equally as vicious.
•Success and failure should be based upon personal effort. While working together as a team is all fine and dandy, triumph should not be based on a person’s willingness to play nice, or hampered by the idiocy of others…and if it is, the idiots shouldn’t be surprised when they get stabbed in the back.
•Loyal characters are like latinum… I mean gold. Treasure them! Most people met in the wilds of Hyboria are completely selfish, looking out only for themselves and how to get whatever it may be they want. Of course, the level of aptitude they display in their deceit and selfishness is not always constant…some may be quite devious like Lex Luther from Smallville, whereas others may be evil but incompetent, like Lex Luther from the movies.
•There is a significant class disparity it Hyboria, which extreme wealth and riches, and extreme poverty. Also, remember that this doesn’t mean that the ones with the power are always terrible rulers (Conan), or that the ones in poverty are sniveling, downtrodden whiners in search of handouts and kindness (Conan).
•Weapon damage in Conan is grisly. Try not to offend your players, but keep them aware that a slice across the stomach will cause them to bleed, that their dying enemies are real people, and if they mess up in their battles, they’re just an ugly bag of mostly blood and guts waiting to be popped.
•Keep the combat moving. The rules-heavy combat of Conan can be kept exciting by not getting too bogged down in them, giving players easy reference to the combat maneuvers they can use, and using critical hit and fumble decks. Perhaps best of all, penalize players who want to sit and flip through books on their turn. *Evil cackle*
DON’T:
•Your characters should never have more than they absolutely need to survive. Conan rarely starts his story with much more than his armor and a sword…any many times less. Your players should always feel as if they’re just one day away from starvation and nakedness.
•Clothing is a privilege, not a right, especially when it comes to women. Huge sections of Hyboria do NOT follow North American standards of modesty. From hulking naked black guards to the innocent, bare frolics of a princess in the surf, few people in Hyboria have any concept of shame. Before you cover a female character in head-to-toe armor, ask yourself: “What the heck am I thinking? Can I really see Eowyn in Conan?”
•Women in Hyboria DO NOT come in “average”. Women in Hyboria come in either “jaw-droppingly lust-inducing sensual love goddess”, or “boil-ridden hunchbacked drooling belching old hag”. Yeah, it’s the most sexist, inaccurate thing you could possibly GM, but have you read the books?
•Never let players fully trust in unknown powers. Magic and demons are not your friends, they are terrifying, mysterious forces from other worlds and dimensions. Once in awhile they may come across a venerable, kind sage like Yag, but for every one of him there are ten out to sacrifice your favorite body parts to an extradimensional abomination.
•Do not let your players be goody-two-shoes. They don’t necessarily need to be raving psychopaths or completely self-centered jerks, but if they seem to be too blindly selfless, shake them up a little. Be creative.
•Attitudes and personalities in Hyboria should rarely include “shame”. Unless your NPC is the most innocent, uninformed princess locked in a tower (of which there are a few), they should not have any embarrassment when it comes to their values, wishes, desires, opinions, or sexuality.
•Slavery is extremely common and acceptable in Hyboria, and if you back out of that, you’re probably not ready to run this kind of RPG (I’m looking at you Age of Conan). If your characters ever show support for some wild-eyed, insane idea like “emancipation”, it should only be because they have been personally enslaved by a particularly cruel and vile owner.
•Language does not a dark and gritty game make (I’m looking at you Age of Conan). There is none in the books, there’s no real reason to put it in the game.
•Language is an excellent thing to put in the game, so NEVER forget to check who speaks what language. Miscommunication and cultural clashes are both realistic and can be a source of both humor and conflict. Most characters in Conan will assume the worst from someone they can’t understand, which makes life oh-so-exciting. It also raises the value of players from other countries, who know other languages.
And the all-time best suggestion:
-Read the books. They are your Bible for Conan look and feel.