Backing up your stuff
This is common sense, but you NEED TO BACK YOUR STUFF UP. You also NEED TO WORK INCREMENTALLY. Case in point, one of the things I love about max, is that in the saveas feature there is a little + button next to the name, where it makes it easy to just save the project as the next number. You never know when your project is going to corrupt or messup. So you have to ask yourself would you rather lose 15 minutes or a hour of work or a entire project? The choice is yours.
If your running a new script that automates a process, back up everything before you do that. Recently, we automated something at work, and maxscript has a bug in it that we didnt know about at the time. So basically what happened is the script wiped out 60 animations, and we had to redo them all in a really short amout of time. Sometimes trying to take shortcuts give you more work to do than if you just did it the long way in the first place.
Additionaly if your not backing up your work your just asking for murphy to blow up everything you have. During one project, someone accidentally knocked my harddrive