Wear wool, polypropylene or poly fleece. Don't hike, ski or canoe alone. Make certain that every member of your party has his or her own topographic map and compass and knows how to use them. File a trip plan. Let a responsible person know what your route will be and your approximate time of return and always sign in at the trailhead register.
Extra food is advisable even for day-trips.
If lost, you can't shout for very long, but you can blow on a whistle almost indefinitely. Know the signs of hypothermia. If you make camp at other than a designated campsite, make sure you are at least 150 feet from the trail or any water source. Wash yourself and dishes at least 150 feet from water sources. No soaping up in streams or lakes.