Write down all your credit card numbers.
My girlfriend just lost her Visa card a few days ago. If she had had her card number written down somewhere, it would have been that much easier to call and cancel her card. Don't write it down on a piece of paper and leave it in your wallet, it'll probably end up getting stolen with your cards. Put it somewhere useful, like in your desk or in your cell phone.
If you want to be very clever, when you write it down, use an offset. Then you're not exposing yourself to any more risk. ie 2345 6789 could be written down as 4567 8901. When you lose your card and need to get it back, just subtract 2 from each digit, wrapping around, and you're good to go.