If you've got air suspension then here are a few pointers when pumping it up.

If your suspension uses standard Schrader valves you can damage the pump's coupling seal by screwing it in too far. As soon as the gauge registers pressure, screw the coupling ½ turn more and pump to the desired level. When you unscrew the coupling to remove the pump, the hiss you hear is the air from the pump & hose, not the fork or shock (as long as the coupling seal is good). Likewise, when you attach the pump, the opposite happens and air from the fork/shock chamber fills the pump, reducing the pressure registered on the gauge. All perfectly normal and no need to change your desired pressure settings. 

On air chambers that have a very small volume (Swinger SPV, DHX Reservoir, 5th CVT, RockShox negative air on Dual air systems) the pressure drop when you connect the pump could be a much as 40-50 psi.  The way to check this is to pump up the chamber to your disired pressure, disconect the pump & then immediatly reconect the pump & note the pressure.  Do this 3 or 4 times so you get an average pressure drop reading & note this down,  Then after 2 or 3 week riding, when you check the pressure, you know what kind of pressure drop to expect.