Please note that these are just personal recommendations, and this article was written in 2014.
Avoid bad websites.
Have a good antivirus – Malwarebytes is pretty good.
Use a DNS filter like open DNS.
Have a good firewall if you have a front facing IP address.
Avoid less reputable program downloads
Use a VPN on public networks
Use a password manager for storing passwords
Please be smart when using a VPN. Personally, I don’t trust any free VPN or proxy since it opens the door for a man in the middle attack. If you are genuinely concerned about your privacy I would use a personal VPN server is hosted at a place like Digital Ocean.