Over the years I have come to wear my safety glasses at all times, even if I'm not planning on doing anything with a power tool, they are the first thing I don when I start working on any project. I also wear hearing protection, my hearing has already been damaged by years of loud music and louder power tools, I don't want it getting any worse and neither do you. Hearing protection can also protect ears from stray sparks (or stray anything). The last thing I always keep available is a high-quality filtration mask, these are cheap protection for your priceless lungs, if I'm sanding or doing anything that is going to create an airborne cloud I will wear my mask, ventilation is also a big help. Footwear is the last major piece of my personal protection arsenal, sturdy leather work-boots are an essential in my shop.
I learned these habits the hard way, but you don't have to! Please, please, please wear any and all appropriate safety equipment whenever you are working, and take a tool safety class!
The Hard Way:
In late 2010 I was attaching a new staircase and railing to a raised platform supporting a large mixing machine. Standing in a poorly lit corner I was using my oxyacetylene cutting torch to clear away old brackets, I couldn't see if I was done cutting in the dim light so I raised my welding goggles to see better but it still wasn't bright enough, so I passed the torch over the area for extra light. The pressure from the torch flame ejected a splinter of steel from the surface of the metal and directed it almost straight into my eye. Because my co-workers were squeamish I went into the restroom and used metal tweezers to dig the two millimeter long metal splinter out of my tear duct. It was unpleasant and extremely dangerous. If I had properly lit my work-site and not removed my safety goggles I could have avoided ten minutes of stabbing my own flesh and the danger of losing an eyeball.