Properly tighten the cog. Make sure that this is complete before you touch a lockring.

Properly tighten the lockring.

As stated before, grease is good on these two thread-interfaces.

Use good quality parts (hub, cog, lockring)

If you are running brakeless, you have to pay extra careful attention that every thing is installed and tightened properly, as the hub is your only braking device.