If you run on roads, make sure you're running in the opposite direction of cars. You'll be much safer if you can see cars coming at you rather than having them at your back. In some areas, it's not even a matter of choice -- the law requires that runners and walkers face oncoming traffic.
Drivers have a lot of distractions and they may not see you until the last minute (or until it's too late), so stay clear of oncoming cars and never assume that a driver can see you.
Also see: Running Safety Tips