One is making sure your firewalls are up to date. So when the company that you have your firewall with sends you an update, please update it, because that will actually defeat a significant percentage of the attacks that might otherwise go onto your system.
Another is, before clicking on an attachment that comes to you, think about it. We have a saying, “Stop, think before you click.” Is it reasonable that the person who has supposedly sent you this e-mail would send you this attachment? At times, we teach our own staff that. You could perhaps even phone the individual and ask if they sent it before you open it, and that will actually go a long way to preventing a significant number of otherwise successful attacks.