1. Diversify. Have several exercises that you are good at and that you enjoy. Perferably, they should not all emphasize the same muscle groups. Injuries are generally unavoidable in the long run, so if you love to run and injure your ankles, you can still swim. It also helps to have a varied exercise portfolio to keep it interesting. There may be a "base" sport that you excel at and love beyond all others, but that is also the one in which you are most likely to have an injury. So diversify; you'll thank yourself.
2. Specify. When you work out, work out on specific things and techniques. Technical exercise is always suprerior to just exercising. Concentrate on style and technique. Improvement will follow and injuries will be far less likely.