James from Indy made and excellent suggestion of making sure your computer security layers are all in place.
They should be made up at a minimum of:
1.) Firewall - I recommend Zonealarm as a free option there.
2.) Virus Protection - There are many out there including Trend Micro, Symantec and McAfee. There are also some free options as well (won't vouch for those as I always used one of the big three)
3.) Spyware - I use Spybot Search and Destroy myself...but you should regularly scan your PC to see if it has been compromised.
I did an entire post on how to anonymize yourself using proxies and preventing SPAM using throw away and temporary email addresses, you can read it here.
Physical security at your base of operations (most likely your house or apartment) is just as important.
As I said to maintain optimal OPSEC use a PO Box.
Stores like Radio Shack and others have this ANNOYING habit of asking for your address and zip code. I always make something up...the other option is to tell them no and that you'll take your business elsewhere if they persist.
Make sure you have QUALITY locks on your doors including a DEADBOLT, a handle lock AND a chain. Don't buy the cheap set for your local home center, go to a locksmith and ask for quality.
Install an alarm system that makes noise...you don't need monitoring...intruders don't know if you actively being monitored or not and will run regardless once the horn sounds.
Never let people traveling door to door see inside your house, and repeat after me...if they came to me I don't need it. Most of these folks are trying to scam you at best and at worst are casing your house to come back later and rob you blind.
Make sure you have a way to defend yourself readily available. If you only have a 9 Iron handy it is better than nothing. I have the means to protect my family strategically placed so I could get to one of those area quickly and come out swinging/firing/whatever.
James in Indy also mentioned a tip concerning those "Child/Kid/Baby on Board" signs people put in their cars and pedophiles using them to target victims. In that same vain I would avoid putting bumper stickers or any kind of stickers on your vehicle that could make you a target...some that come to mind:
Gay rights/for or against.
Religious - any kind.
Politics of any kind.
Gun rights/NRA/for or against.
You get the point...WHATEVER your view point...don't make yourself an easy target. At best you will have a large key mark/broken window on your car, at worst someone may target you for violence.
The thing I will continue to stress is to maintain a low profile. Be that person that always blends into the crowd...the one no one remembers. Just act like the rest of the lemmings but all the while know you are not one of the crowd but a chameloen assuming the guise of the herd.
...that is all.