Avoid evil, and the occult.  Now a common misconception amongst many "born again's" is that listening to secular music, watching certain TV shows will make you vulnerable to demonic attack.  The real risk is when it comes to things like Necromancy, Occult practice, and paganism.  The glimmer and glare of witchcraft is ever present in the media and our overly tolerant  society tells us to just accept people who are witches and satanists.  The bottom line is if you know someone who is into this sort of practice and do nothing to help or save that person you are not doing your duty as a Christian.  If they refuse your help, at least you tried. 

Live a righteous life with faith in God.  Observe the Sabbath every Sunday.  Confess your sins regularly.  Raise your children in the faith in Jesus Christ.  This alone will help to fortify you.  Keep to the 10 commandments of God.  All of the things that we are taught in church are the help save us from the "lake of fire".  Avoid the sins that will damn us to hell, and repent for our wrong-doings. 

Also physical protection is not merely a myth.   Holy water is very powerful, the piety of the priest or bishop doing the blessing is very important.  That is what is really strengthening the blessing.  Blessed salt, blessed rosaries and crucifix's are also powerful weapons to the spiritual warrior.  Religious relics which are hard to come by are very powerful.  Unless you are sanctioned exorcist you will probably never come by a true first degree relic.