Sneak is your best friend in this game. I really can't think of a time when my characters are not sneaking (other than talking to friendly NPCs). Also, if you don't have a sniper rifle, get the one that is on the backside of Megaton, almost opposite of the entrance in a hollowed out rock. Your not shooting with it (it;s almost broken), but scoping out your path. No enemies spawn all of sudden in this game, so you can see them before you get to them.
If you see a bed or bedroll or matt, sleep for an hour to fully heal, this will save your stimpacks for battles. Hotkey your stimpacks.
Once your level 15 or so, dieing becomes much less of an issue.