Most of this is student- and Australia-centric, but works pretty well in general. It's all pretty basic stuff, but worth mentioning.
Keep your head down, and always have an exit strategy. Pay attention to your surroundings.
Try to be inconspicuous.
You're less likely to get robbed if it looks like you're poor (in person and your house/flat).
Keep your kitchen clean. You can be as slobby as you like in most areas of your house, but a clean kitchen is a must - you make your food there.
Plan your living space.
If you have/get a significant other and he/she moves in with you, follow the room-mates rule DW mentioned earlier. A week or two of free board is usually alright, but the longer you leave the shared expenses question the harder it comes to raise it. Separate bedrooms are a good idea too - it gives you your own time-out space and ensures you have a bed to sleep in when you stumble home drunk or have a fight.
If you have a persistent admirer who you're not interested in, don't let them move in to your house - one of my mates did and he only just managed to disentangle himself after she 'forgot' he broke up with her.
As a general rule don't sleep with your housemates, and definitely don't fall for them.
Pasta is your friend. It lasts for ages, goes with just about everything, and as long as you keep it dry and away from any household pests is relatively healthy. Same goes for tinned soups, baked beans etc.
Also, if like me you tend to not eat much and don't like your food going off, frozen vegetables will last much longer than fresh. It's also worth having a spare carton of long-life milk in your pantry for when you're out of milk and in desperate need of morning coffee.
Don't forget to defrost any meat you're going to eat ahead of time - I always forget this one, but then I'm not a big fan of most meat.
If you're not sure if something is still OK to eat, it's probably better not to eat it.
Op shops/thrift/second-hand stores are great. Instead of paying $30 for a pair of jeans you can get a still-decent pair for 5. Just wash them first...
Also, many op shops will also sell plates and cups etc (and sometimes even furniture), as will $2 shops. I recently managed to get a whole dinner set for under $10 AU.
If your city does it, the kerbside collection days where people leave their old (usually broken) furniture amd whitegoods to be collected can net you some decent finds. I picked up a really good bed and set of drawers a few weeks back, and all I had to do was move it myself. Also, it's kind of fun to see what sorts of things you can find.
Your local public library will often stock movies etc - much better than hiring them from video stores. Also, you can often get the nice people behind the desk to help you with general information, or even use their internet facilities.
If you don't have the internet yourself, a lot of cafes etc have wireless facilities.
If you have a mobile/cell phone, you really don't need a home phone.
In my experience plenty of surface space, storage space, and electrical outlets are a must.
Always be nice to the service staff - make polite coversation, ask them how their day has been etc. It's amazing how much easier all sorts of things can go when the person behind the counter/desk is happy to see you. Flirting often helps.
Headphones are usually a better option than speakers - they don't bother other people and reduce other peoples' noise getting to you.