Basic advice: make yourself as visible as possible with lights, etc. Then act as if you're invisible -- expect drivers and pedestrians to not see you.

My personal favorite safety device (besides the helmet) is the flashing bright white light in the front and the Las Vegas-style blinking red light in back. I can't tell you what a difference the flashing white light in particular makes. There is a noticable change in behavior in drivers when they can see you from a quarter mile away. I cannot recommend this enough.

I use a NiteRider Digital for this.