1. Do not put any small valuables (e.g. electronics, cameras, etc.) in checked baggage.
2. Put your name and phone number on an outside tag and inside the checked baggage. If you can make the baggage visually distinctive, that is even better (there are so many similar looking black suitcases around).
3. Close the baggage with something that will indicate if it has been opened (e.g. distinctive colored zip ties, or the TSA locks with the indicator that shows whether a TSA key has opened it). If it shows signs of being opened (zip ties missing, lock missing, TSA lock with indicator showing that it has been opened) when you pick it up, check immediately (before going to customs) to see if anything is missing (or contraband has been added).
4. Keep the following with you (not in your checked baggage): important papers (flight and hotel documentation, passport, etc.), currency, credit cards, and ATM / debit cards, cell phone, medicine and prescriptions, clothes for the first day or few at your destination, small valuables.