An idea highly recommended (probably number one recommendation) is keeping situational awareness, knowing what is going on around you.
One method is to tune in to the regular broadcasts of fellow sailors in the area.
Here are a couple of sites to start your research.
An intro – http://en.wikipedia.org/wiki/Maritime_mobile_amateur_radio
“Maritime Mobile” Radio Nets For Cruisers – http://www.cruiser.co.za/radionet.asp
Maya Paradise’s HF Frequencies for Boaters – http://www.mayaparadise.com/mmfreq1.htm