This is just the basics, but anyone should be aware of it:
Budget: set it BEFORE you start gambling and stick to it.
Have a break from time to time, it is important to let your brain stop and consider.
Avoid drugs / drink as much as possible, they will make you loose some control innevitably.
Seek help if you feel you are no longer in control. Make a phone call to a friend or go out and speak with someone.
Anything else anyone can think of? Like... read this post before gambling?

We should always set limits when gambling. Some gamblers ends up addicted to it because of this. Limiting our gambling funds is like limiting losses too. Undisciplined gamblers have no limits and that is the most common problem of 'em in the long run.