Always keep a pen and paper handy

I think this is probably the very first tip I ever wrote for Slots Guide back when I started this site out. It still applies two years later:

A professional online slot player will always have a pen and a notebook handy. Keeping track of wins and losses is crucial to staying in control and a pro player will keep a track of their balance for every hundred spins. Noting down starting balance, wagering amount, number of spins and end balance gives an accurate overview of how their slots are playing at any time and can influence whether they need to adjust their wagering amount and whether or not to carry on playing at that time.

Another thing a pro will do is note down for each slot how many spins there are between small wins and more importantly how many spins there are between big wins or feature bonuses. In the short term this data will not mean very much but keeping track of this data over months (spreadsheets come into their own here) can tell you about how particular slots play, their variance, average spins per big win, etc. The more information you have, the better your chances are.