There's been really good advice in this thread. One last thing I feel I should point out:
Don't be afraid to run. Ever. If you have fellow players who think running is stupid, anti-climactic, un-cinematic, whatever...well, they'll probably die.
There are some BRUTAL combats out there, and sometimes it'll be quite self-evident that you need to get the heck out of Dodge. I used to be a guy who would say "Running? Pshaw! I still have some first level spells!" Now, I'm the one calmly ushering people out the door right as we're about to be killed.