How can I efficiently find the shortest path in a weighted graph using Dijkstra's algorithm?

Question

I’m working on a project where I need to find the shortest path in a weighted graph. I know Dijkstra’s algorithm is often used for this problem, but I am not sure how to implement it efficiently, especially when the graph is large.

What is the most efficient way to implement Dijkstra’s algorithm for finding the shortest path? How can I optimize the algorithm to handle large graphs (millions of nodes and edges)? What data structures should I use for maintaining the priority queue during the algorithm’s execution?

Are there any common pitfalls to watch out for when implementing this algorithm? I’m using Python, but I’d appreciate insights that can apply to other languages as well.