PS: When I refer to cords, always use your eye positioning, not your feet position.
For beginners:
Step 1: NEVER build anything cool! In the wild you are able to grief so its better to not take your chances building something just to get griefed.
Step 2: For you guys, the wild will primarily be used to store some of your stuff. When storing stuff, make a small underground base around y:30.6 because 90% of people mine on the lower levels for example y:12. So making a base at y:30.6 will avoid having strip miners run into your base.
Step 3: To make a base you will need to break blocks. When replacing blocks to cover up your trail, use blocks that blend in well. If there is a lot of stone around dont use cobble to cover it up, use stone. Most people will just pass by and your stuff will be fine.
Step 4: Use the minimum amount of space possible so that you can get to all your chests and not suffocate in a wall if you warp back there.
Step 5: As soon as you get 10 diamonds, you will probably have enough money to be apart of a town. If you join a town to early, there is a possibility that taxes could get you kicked and you will loose all your stuff.
Step 6: If you happen to make diamond tools/gear dont enchant it. It will not only take away your hard earned levels but if someone finds your base it means those levels where for nothing. Better save them for when your confident enough that you wont get them stolen from you.
Step 7: One of the more complicated and risky ways to keep your stuff safe is to go to y:12 and search for some deep lava. Clear out all the lava and make a room out of obsidian 1 block under where the top lava was. Go into the room and set a home there, then go out and place lava where it used to be (covering it up) and that way people probably wont find anything of yours.
For advanced players:
Strip mining:
Step 1: Unless you only want to find iron and coal, strip mining is done at the lower levels (y:15.6-y:7.6). Strip mining from y:15.6-y:12.6 will be mining above lava level making it easier to avoid lava. When you mine between these levels you will find coal, iron, redstone, lapis, gold, diamond, and emerald. If you mine from y:11.6-y:7.6 you will be below lava level making it a little harder to avoid unsuspected lava. But unlike mining at y:15.6-y:12.6 you wont find as much coal, iron, lapis and emerald. You will however find a bit more redstone and a bit more diamonds.
Step 2: Carry a pick and a shovel so it makes breaking gravel and dirt much faster. Even an iron shovel would be a good edition to have with you.
Abandoned mine shafts:
Step 1: Always carry torches, they help you to know where you've been so you dont retrace your steps.
Step 2: You want to always explore the full mine shaft so a good way to do that is when you reach a 4 way split, put torches on 1 side of the wall, explore everything on that side whole still putting torches on 1 side of the wall, and on the way back put torches on the other side so you dont get confused as to where your first 4 way split was.
Normal mining:
Step 1: Mine everywhere around lava until the point that it cuts off. It not only gives a better chance to find some more ores, but it can help you find bigger cut-off areas.
Step 2: Only keep 1 stack of stone/cobble with you at all times. You dont need more, it'll just fill up inventory space.