One of the best things I think you can do is know the law. Laws are not only different in other states (and especially in other countries), but there can be weird, unexpected laws that can get you convicted.
And it's good to know your rights. For example, I was at a restaurant's bar with my aunt, and the bartender said I had to leave, after asking my age, and I told him I was under 21. We left because we didn't want to cause a scene, but it turns out that the law in my state says if you are minor with a responsible guardian that does not falsify their age (either party), you can be served food and non alcoholic drink at a bar.
Obviously, there was no threat of arrest there or anything, but say you were in a state that allowed you to drink liquor as long as it was in a paper bag. And you were drinking liquor in a paper bag and some cops come up and try to arrest you. If you know the law, you're a lot better off.
This isn't to say you should be a junior attorney, but if you're going to do something that's in a legal gray area, know whether you can legally do it or not.
Especially in other countries. If it was 2009 and I was going to join the French protests (which I wouldn't, but say I was), I would read up on laws concerning my rights as a protestor. And I would find that in some cases, I could be banned from France for 5 years if I wasn't a citizen.
Sometimes people tend to forget all the weird loopholes and shit in other places.
So my advice? Know the constitution and your rights if you're being arrested/interrogated (always ask for a lawyer, never be questioned without one. They can turn your words against you in a heartbeat). Know your constitutional rights generally. If you're in another country, know the limits of your rights there, and ask for a translator if you need one. If you're doing something in that gray area, know whether you can do it legally or not. Make sure you really understand what you're reading (legal jargon is boring and confusing and it's too easy to miss loopholes). That said, don't waste time reading laws not important or not relevant to you.
And stay safe!