Also make sure your whois is current and the contact E-mail working.
Do not use weak passwords, change them on a regular basis and make sure you have no spyware/trojans on your PC.
If your registrar has poor support consider moving away to another. If they are unhelpful with minor issues do not expect wonders in case of major problems (ie. hijacking).
The most expensive registrars are not always the best.
Take steps to prevent identity theft. Do not publish personal information online. Do not disclose sensitive details like SSN publicly.
Always renew your name on time and for more than 1 year preferably.
Use monitoring tools to detect changes in status on your domain name. In particular monitor the names you are not actively using (parked names).
Perhaps you may also be interested in this post about the numerous ways to lose a domain name :
http://www.dnforum.com/f247/27-proven-ways-lose-your-domain-name-s-thread-155102.html