Software updates
You MUST keep your devices and applications updated. This will prevent attackers from using recently disclosed vulerabilities to compromise you. Such attacks are much more likely than those that use zero-day vulerabilities, which are almost certainly more valuable economically than anything which can be gained by compromising you.
In order to keep your devices and applications updated, you MUST turn on automatic updates. You MAY choose to only download and notify, or automatically install. You MUST do this for the operating system on EVERY device, and for EVERY application which is not updated with the operating system.
Unfortunately, operating system vendors often stagger the release of updates to vulerable devices; it may be hours, or even days, before your device will be automatically updated. To prevent this, you SHOULD subscribe to the relevent security update email list for your operating system vendor. This way you will be notified immediately once updates are available.
Apple devices
Configuring automatic updates
All Apple operating systems have a Settings application, which has a General tab, the second item of which is Software Update. If you open this, you will see an item for Automatic Updates. You MUST at least set your device to download updates. You SHOULD configure automatic installation of Security Responses. You MAY configure automatic installation of operating system updates, though it's reasonable to not enable this; if not, you MUST subscribe to the security-announce email list and install manually at your first opportunity.
Subscribing to the security-announce email list
In order to be notified immediately when updates are available, subscribe to the security-announce email list.