Always know where the escape pods or life boats or similar such devices are located. This includes biplanes attached to zeppelins. Whenever you board a commercial vessel, scout it out and plan your escape route in case of iceberg, fire, or sahuagin attack. Memorise all paths to the means of escape, so you can follow them in pitch blackness. Even when carrying a cat cage and flamethrower and being chased by an alien carnivore.
And if it's your own vessel, keep all the pods/boats in working order. Test them often. If your ship doesn't come with any sort of safety escape means, install some. Have manual overrides so you can release them even if an enemy takes control of the ship's computer. Equip them with rations, water, first aid kits, and wooden stakes. Just in case.
Because all of these things will happen. Maybe even in the same campaign, if you're lucky.
Transcript
R2-D2: I've been in situations like this before. Threepio, follow me. We have a mission.
C-3PO: And leave the others behind?
R2-D2: Princess is trying to be a hero. And Jim... already succeeded.
C-3PO: Oh yeah.
C-3PO: Jim, what new character are you going to be next?
Captain Antilles: {dead} I'm going to create one with a really detailed background this time. Those characters don't get killed so quickly.
R2-D2: Right, because that's not your own fault at all.
R2-D2: I, on the other hand, place a premium on self-preservation.
R2-D2: Watch as Threepio and I make use of these handy escape pods to... escape!
C-3PO: Ta-da!
[SFX]: K-chunk {the escape pod ejects}
[SFX]: whooosh