Loosing ships, items, and getting podded, are all a part of EVE. However, there are several ways to increase the safety of your characters and minimize potential losses. You would be surprised to know how many cases there are in which players could have avoided big losses by just using simple ingame features and being a bit more careful. Here is a list of useful safety measures that can help to keep your clone contract unused. 

Don't play the game in AFK mode. This game is not designed with this kind of playing style in mind and you should NEVER consider your ship and character safe while being away from your computer.
Enter space with security status below 0.5 at own risk. You can NEVER expect to be safe in unsecured space regardless of sentry guns, CONCORD presence, and such.
Insure all ships you are using, especially the expensive ones. Since the time of an insurance contract was changed to 12 weeks, it makes sense to buy the most expensive "platinum" type of insurance, at least for those who play quite frequently.
Don't expect CONCORD to keep you immune to attacks or ship losses. Like in the real world, law enforcers often arrive too late at the scene of the crime, and even though they able to punish the criminal, they can't always prevent the crime.
Don't rely on Sentry Guns to keep you a 100% safe. Especially not when traveling in unsecured space. There are several tactical ways to avoid sentry gun fire, which are NOT considered to be an exploit.
Use map filters such as ships destroyed in the last hour to spot possible player pirate camps and other dangerous areas.
Use the local chat channel to see what's happening within the system when you have just jumped in.
Use Warp Core Stabilizers to avoid being warp jammed. The more, the merrier. When you are warp scrambled you are not dead yet. You can still escape by moving away from the spot if they didn't web you. For this, double click on empty space.
Use the overview scanner and set it to alert you when anyone in scanning range is a potential threat to you.
Keep an eye on local; if people warp jam your ship, offer to pay them to stay alive - sometimes it works and any chance is better than the alternative.
Even in low security space, some stations have sentry guns, so if things get  Eve Isk desperate its better to retreat to a station with sentry guns than a Jump Gate that doesn't have any.