Minecraft wiki entry for Traps, associated text: Don't try to trip the trap and run away. Unless you have a really safe way of doing this, the trap is probably designed to prevent you from doing this.
Watch out for observers. These can be placed inside walls and under pressure plates as a fail safe.
Don't assume it is safe to break redstone. It is usually safer to keep redstone in its current state. If it is off, it might be okay to break it. If it is on, it might be okay to place a redstone torch to keep it on. In elaborate traps the redstone may blink to check if it is broken, so watch out!
TNT in water generally doesn't do much damage. If you have a water bucket, it may be helpful to use it if you think everything is about to blow up.
Try to always check for traps. If you see a pressure plate next to an iron door, check for observers below the plate, and break the door and plate, and go in. Another problem is underground traps. For ore traps, check for observers again, break them, and then mine the ore.