My biggest one is being too conservative with med-packs. I've had too many games where I died because I was saving them for when I "really need them." Also, on a couple of occasions, trying to get to cover before healing, so I'm not exposed for that one second of using the med-pack. (Especially stupid if I happen to be playing as a Technician, so there's no reason to seek cover)
Another that's killed me a few times is forgetting to load the next shell into the Combat Shotgun while corner-shooting. Then, when I rapidly tap the arrow keys to aim at the right square, I run right at the enemy instead! I don't do that any more, though, thanks to a line I discovered in the Config.lua file that makes it prompt you to press enter if you ever try to fire when you can't. That feature has saved my bacon a few times.
Another irritating thing that's happened a number of times is pushing the I key to bring up the inventory while simultaneously, accidentally pushing the adjacent keys, U or O. I've wasted too many large med-packs that way. The previous version had a line in the config.lua file to prevent that, but it seems to be missing from 0.9.9.6. :( I just have to be more careful, I guess.