Its important to read a batsman's intention. Unless extremely confident, a new batsman will try to get off the mark with 1s and 2s, so try to force him to hit over the top. A set batsman will want to hit regular boundaries, so cut off his scoring areas and try to keep him off strike and he will get frustrated.
It helps if you have a bowler who can bowl to a field:
A seamer who can bowl a heavy length can get away without a long off - a 1-3-2-3 field would work
A bowler who can bowl tight at the stumps can get away without a cover point - a 0-4-2-3 works well here
A bowler who can bowl outside off can get away without a fine leg - try a 3-3-2-1 field
The important thing as a skipper is that you know what the bowler is trying to do (or if he doesn't know, tell him), and set a field accordingly. Nothing worse than a skipper setting an off-side field and the bowler deciding he's to going to try to hit middle stump
I guess the good thing about T20 is that although the game can get away from you quickly, equally a canny bowling change and a clever field can lead to a few quiet overs, a wicket, and you're back on top again.