In the earlier parts of the game, it is unwise to upgrade armor/weapons/shields very much at all. They are too expensive in gas. At most, upgrade only one of these things. Conversely, speed, range, and special/spell upgrades are much more useful. After you secure another set of resources, then procede to upgrade the armor and weapons of the units you are using the most. Don't bother with Protoss shield upgrades until you are rich.

Before you expand you should have the right number of men to defend or attack for the specific map and game you are in. Expand nearby if possible so you can defend both bases at once, or expand in a strange out of the way place on a big map to avoid being detected and attacked. Beware of scouts like burrowed Zerglings and observers when expanding.

Pick easily defendable expansions when it is convenient. For instance, get a small island expansion instead of a large one because it takes less towers to keep enemy transports out. Just do not overdefend in the early or mid game since it will make you hurt for cash.

Sometimes you should expand a bit early if your offense is doing well, since they won't be able to attack you easily while defending. If you are really destroying them, expand and don't worry about defending that base at all. Wait for them to sneak attack it then build some defenses. Mostly concentrate on not letting them expand since you have the upper hand.

Never wait till they expand to expand yourself unless you plan to destroy their expansion as soon as it is started (or right when the hall is finished building).

Always, always spy on them. Use the 15th or so peon/worker built for scouting purposes. Of course the later you use your peon, the less this will strain your economy. However, on rush maps you need to scout with your peon much, much earlier.

I can't emphasize it enough - spying is so important. If you see what they are doing you can counter it by defending it, or even better go offensive against it and hurt them. If you cannot see them, you have to guess on how to build, so try to keep them from spying on you. If you have to waste a couple of Overlords (after early game), Marines, Zealots, or Peons to spy, do it! It will be worth the money!

Keep an eye on each available resource area. Have men patrolling back and forth between two resource spots.

In mid and late game use pylons and depots as cheap "scouts" that extend beyond the fringes of your bases or even completely separate in the middle of the map or near resources.

Something that MayGodHelpU has said before, and I find it to be so true: don't play afraid. You have to be thinking in a positive manner. If you start thinking of all of the holes in your defense, you forget to look at his weaknesses and exploit them. There is probably never a perfect defense, and if there were it'd be too expensive to make during the early and mid game. Offense is the best way to go, even if it is the form of intimidation or pestering. Keep them distracted and they will lose their pattern of playing. The best players are flexible, so don't think you can beat everyone just by throwing a new tactic at them.

Always keep in mind what is important at that time. You can't possibly do everything you need to at once, so take a few seconds to think of what you need to do. Don't ever get in a rush to do something without first thinking of what is best. For instance, don't be afraid to Psionic Storm or Plague a few of your men if it means certain death for many of their men. Another example of thinking instead of reacting, is to pull your men out of an attack or a defense if they are certain to lose. Save them for later.

When you find yourself in a losing battle, ignore all "rules" and do whatever risky tactic you have to that gives you the best hope for survival. For instance, if they are attacking your workers and you have no hope of saving them, send all your troops to attack their workers/weak points in hopes of drawing their attack away. Another example would be to expand like mad when you are hurt badly. In a FFA I once had to fight two opponents at once and was nearly wiped out completely. I decided my only hope was to get tons of money and hope they would be too busy with each other to finish me off. So I expanded all over, without defending one base. In the end, I pulled it off!