This was a hard one for me to overcome when moving to dSLR. Each time I took my camera out of my bag, I'd take at least 2-3 photos using the settings from wherever I shot last before checking the display. Inevitably they turned out horrible (and, of course, could've been the cutest of the group if they hadn't been completely over/under exposed)!
So, unless you shoot in auto or program (P) mode, remember to check your ISO, shutter speed and aperture settings before you start clicking. If you adjust your white balance setting at all, check that too!
Not only will it prevent wasting time and energy throwing away (or making artsy creations out of) bad shots, it enables you to really understand and get a feel for what the best settings are in any given situation, without having to adjust and take so many test shots.