Minecraft wiki entry for Player_versus_Player, associated text: Go solo for now. If the server you play on has Factions, make one to protect your stuff. Be sure to walk at least 5500 blocks. Using a boat is a good idea as you do not need food and can travel at night.
Go in the opposite direction people are moving toward. This prevents you from being noticed.
Make sure it is far away from anything. There's nothing more horrifying than your mortal enemies being your next-door neighbors.
Make a small, undetectable base. Underground is the least noticeable around layer 10 is ideal, putting you near good materials and hiding your nameplate on the surface.
Cheating is something that undermines every setup. Step carefully!