* Don't kill anyone until you get the mission/favor that tells you to
  do so. On the main storyline you can't, but on, say, the bodyguard 
  mission, If you kill him before talking to the guy, you won't be 
  able to complete the favor, because you never accepted it.

* If you use the bomb (don't shoot Milo, give vial to Scavenger past 
  the Worms Lair) on the transit trader, you won't be able to trade 
  there anymore, so do the baby doll favor first.

* If you blow up the transit trader, you can still get his stuff - 
  just click on the items, and you steal them.