This is just riffing off Doug Cole's post yesterday, and some of the best practices I've seen from GMing my Megadungeon campaign.
Most of this is old news to experienced delvers, and long-time gamers. But if repeating it one more time saves you a frustrating session trucking around without a weapon, or saves an expedition, it's worth writing it down. Remember, it's generally more fun to be prepared.
Carry spare weapons. And not just weapons. Have a spare everything of items you can't live without. That does mean two of your main weapon, not just a backup knife. This goes double if you've got a specialized weapon or you're a Weapon Master or both. GURPS really has pretty generously favorable breakage rules for weapons, yet when it happens it's from your critical failure in combat and you're left weaponless in the worst possible circumstances. Have a spare. If it's too heavy for you, hire a henchman or have a stronger buddy carry it for you. Ideally you want it on your, ready for action.
No One Died From Too Much Healing Magic. Every hear the one about the delver who died because he had so many healing potions that, uhm, somehow something bad happened? Me neither. Carry a lot of them. Make sure everyone can heal themselves, in a pinch. Yes, I know you've got a cleric and potions are expensive and blah blah blah. What if the cleric gets one-shotted with a lucky and nasty critical hit? What if the damage comes so hard and fast the cleric can't keep up? Bring some and bring extras.
Stock Up On Speed-Enhancing Gear. By which I mean delver's webbing, potion belts, lanyards for your weapons, crossbow slings, and so on. Learn Fast-Draw so you can draw it out even faster. It's worth the money to get a weapon into action or back into action a little faster, or to have your gizmos or potions ready to hand.
Quit Before You're Out of Mana, Not After. The time to start pulling back is while you've still got enough magical/supernatural power to cover your retreat, punish pursuers, or seal doors behind you. Or deal with surprise encounters. This goes for fights even when you're planning to win it and then rest - if you've got to drain yourself empty and then hope there isn't a second wave, it's probably too expensive of a fight to win.
Corollary: Always Have A Power Reserve. Never spend to zero unless it's the only thing that will save your life right now. Keep some extra power, an extra paut, a extra source of any kind of power you can think of. You want that still in your pocket when you walk out of the dungeon and back to town. Murphy's Law predicts you'll need it the one time you don't have it.
Walk Before They Make You Run. At some point, you can still end a combat on your terms. After that point, you've got to stick it out until the bitter end, either way. If you've got no real gain for sticking it out, consider leaving. Start withdrawing when you've still got enough power to make it stick. If you wait too long, you've only got two choices: stand and hope to win or rout. You may need to willfully ignore this when there is something to be gained by staying, or a massive lost to be avoided by fighting it out. But try to get a feel for when it's starting to look like you're climbing on the tiger's back and at least know that's what's happening.
(This tip is titled after one of my favorite Keith Richards songs.)
Don't Have a Single Trick for Victory. Or Retreat. If your whole plan is "we attack and cast spells X and Y and the archer shoots their leaders" and the enemy is immune to missiles, then what? What if your plan is "instigate, retreat to a doorway and hold it against counterattacks" and you hit a circumstances were you must attack, or have a time limit to deal with and can't wait for the enemy to come to you?
Conversely, what if your plan is Sir So-and-So covers your retreat, and Sir So-and-So is out with injury? Or that Hugh McStrongmuscle carries the wounded out, but Hugh is the casualty?
This isn't to say you don't want set plans. Have set tactics, have patterns, be predictable to each other - but don't just bring your hammer and hope the dungeon is full of nails. Don't be Nichelle Nichols - "Murder isn't working and it's all we're good at." Be ready for when the usual doesn't work, and have a backup idea.
Have a Plan For Isolated Allies. If your berserker goes berserk and runs out ahead, will you back him to the hilt or back off and hope to recover his body later? If someone gets cut off, do you know how you'll deal with it? Make some contingency plans. This needs to get done, especially in a GURPS game with Sense of Duty (Adventuring Companions). It doesn't say "except when it's inconvenient because they made a bad tactical decision." Or in a D&D game when you're running a Paladin - Galahad wouldn't leave a man behind in the clutches of evil critters just because the fight was going badly.
And this should almost go without saying, but:
Endeavor to Make Every Fight Unfair In Your Favor. Whatever you can think of doing, prepare to do, or attempt to do to make a fight lopsided in your favor, do it. Ambush, flanking, attacking en masse versus a weak point (aka defeating in detail) - whatever. Do it. Use poison. Use trickery. Attack only when it's in your favor. Use whatever you can to ensure victory by the widest possible margin at the least cost for that win.
More on resources:
The Hierarchy of Expendables
Megadungeon Exploring: Three Dos and Don'ts
My Megadungeon Resources