Anytime you are under a car working with cheap jackstands, or only using a jack, or with the car blocked on cement blocks.....and yes, there are people that will do it still to this day, make sure you always have your cellphone on your person. Better yet, make sure you have your local police, fire, paramedics, programmed into your cell. You never know when you may have to use it to save your life.
Never work under a car without the wife knowing what you are doing. Quite a few people have lost their lives by being pinned underneath a car that could have possibly made it if someone had been around. If no one is around, make sure you have your cell with you.
Never ever wear gloves while running a drill press. If per chance the drill catches the part, and especially with a gear driven drill press, it can rip a digit or two off of your hand. I personally know a guy that had his thumb ripped completely off due to this.
Do not wear sandals in the shop. Wear something that will protect your feet in the case something is dropped.
Safety glasses. They have came a long ways with the style of safety glasses. Spend the money and get a few pairs. Have them in convenient spots so you don't have to look for the pair you need. If a person only has one pair and can't find them, chances are they will go ahead with the task at hand. A few dollars may make the difference of losing an eye or not.
Long hair. Not too many people have the long hair today like they did back in the 70's, but if you do, tuck it under a hat when running machinery. And remember that long hair and a creeper doesn't mix too well either.
Face shields. Buy a decent one and use it when you are using a cutoff wheel or a wire wheel on a bench grinder. A wire in the eye doesn't feel very good. And neither does an exploded cutoff wheel to the face.
First aid. Keep some first aid materials in the shop. Band-Aids, gauze, alcohol, Neosporin.
Beer fridge. Keep it stocked, but keep it for when the project is completed, or you are though running machinery for the day.
And there are probably many more but that is all I can think of off the top of my head.