Some things my PCs should have learned:
1) Baleful polymorph is called "baleful" for a reason. Don't cast it on yourself and go scouting without telling anyone.
2) Don't steal the party's stockpile of not-currently-worn magic items and give them to a thief, not even an epic thief who promises to steal all of the souls from Bel, Lord of the First.
3a) Don't charge into the dragon's trap-filled cave, even if you are a powerful wizard.
3b) When the dragon kills you, don't do the same thing again.
3c) When the dragon now soultraps you to prevent a third fiasco, do not have your cohort get Bel, Lord of the First, to sign a document trading your soul for an artifact axe, even if you think that this will make the document look more authentic.
4) Do not combine your soul with a powerful creature and expect to result with your psyche unscathed
5) Do not climb down a 300-ft cliff with a 50-ft rope
6) If the machine informs you that a Super Fusion blast self-destruct is on the way, don't pull more levers.
7) Don't disguise yourself as a gnome in a city where there are no gnomes; it makes you even more obvious
8) Don't summon evil outsiders unless you expect to become evil, especially not in sacred groves where elven souls transmigrate
9) If you see a powerful artifact that holds the energy of the forest and sits on top of a ziggurat, it is probably not a good idea to disturb it. If a modified 30 strength check doesn't budge it, you probably shouldn't go into Rage and Frenzy and try again
10) If you have successfully infiltrated the highly-warded palace, you should probably not activate a minor artifact right in the middle of the place before tracking down the necromancer-queen, even if it gives you +4 to AC.
11) If you're having problems making a caster-level check to activate an artifact that channels energy to the gods, the correct solution is not to enlist the aid of the god-hating NPC archmage.
12) If you're in a forest full of fiendish-dire animals, don't cast Pyrotechnics to let the party know where you are
13) When visiting a city wherein magic and knowledge are the only things valued, do not insult the Sage of Magic
14) Do not sell magic items you found in the ancient ruins to the evil empire against which you are fighting, even if they offer you a better price. If you do, don't use the money you gain to hire the thief from part (2) again.
Yes, my PCs did all of these things, and I'll post more if I can think of them.