(some of this is marijuana specific...)
In general: look relatively clean, dress relatively clean, drive a clean looking car. i.e. don't go cruising around with patchwork everything and dreads in a VW bus covered in grateful dead and phish stickers. Associate with clean-looking friends, and never hang out with dealers. As bad as hippie cars are brightly colored sports cars - my clean-cut honor student roommate got 36 (!!!) fix-it tickets by driving a yellow camaro in high school until he threatened to sue for harassment. The cops were always looking for drugs. I drive a grey ford taurus and have never been pulled over or had a cop eye me up (*knocks on wood*). It's a totally uninteresting car.
In the car: read the laws that govern you in various search situations and understand them; you can say "no" a surprising amount but the cops have learned verbal tricks to use on you. Be prepared to lie to cops looking them in the eye. I've had to do this before, and I've passed several times (note: I seem extremely trustworthy to people for whatever reason). When you're stopped remember that the officer has no reason to suspect you of anything. Don't get nervous, take any ticket you have to, and be on your way. Remember that the cop is your enemy, but make sure you treat him like a friend who's out to protect you from those evil crazy druggies who want to steal your children and force them to perform animal sacrifices.
If I remember correctly I concluded that your pocket is the safest place to put the weed in your car, as cops can't search your pockets unless it feels like a weapon is in there. That's if the weed can't be smelled in your pocket, otherwise it definitely goes in the trunk. Don't drive drunk and especially don't smoke in your car.
If you do get arrested, tell them nothing, certainly don't mention prior offenses or try to bargain. You've got one line: "I want to speak to a lawyer."
Taking drugs into concert venues, always crotch, don't risk a patdown. Eat your pot beforehand or use joints as they are easy to discard. One hitters are somewhere in the middle between these options and pipes, which are very high risk. Be intelligent about your crowd - don't smoke unless a lot of other people are. Smoke in the lawn in a dark section. If you are at a concert where you are not about to drive, remember that if anyone asks you're drunk and not high or tripping.
Smoke in safe situations, way out in the woods or in houses that you know are safe. Don't risk anything in dorms or small apartments. Use a waterpipe to cut down on odor.
Don't deal, keep to the softer drugs, and always carry the minimum that you plan to take with you. Don't make any buys on the street or in clubs. If you don't have networks through friends, build them. I've never bought on the street.
You can always move to california where smoking weed is a civil fine and most cops don't give much of a shit if it's simple possession. Don't know what the civil fine would do to your probation.
Oh yeah, and the best suggestion as one of the above posters said is to always trust your gut. If it doesn't feel right don't do it.