Many attacks exploit known vulnerabilities, or even use known malware variants as a means of propagation. Keep your operating system and applications patched and up to date, and use security software to detect and block malware. A security tool with data access monitoring can provide additional protection by ensuring that sensitive information isn't leaving your PC without your knowledge.
Truth be told, the tips for avoiding attacks are pretty much the same as you should follow for email. Use some common sense, and exercise some health skepticism about every message and link, and you can defend yourself against the vast majority of attacks.