Treat the stain as quickly as possible. As in, as soon as you get it, remove the garment from your body, or from the table and get it pretreated. The longer you wait, the longer the stain has to set, spread, etc. Fast action means less staining, and easier removal.
 Most stains on laundry and clothes can be removed by soaking the clothes in a warm solution of washing soda crystals, so just watch for stains before laundering, generally after laundering the stain gets set and is much harder to remove.
 When treating stains you want to make sure the solution is quite concentrated. This renders it more effective.
 Avoid getting stains by using common sense, such as wear an apron when cooking. Most greases, and most stains and general grime come out well with the above method, but some stains do not, so it is best to avoid them all together.
 After treating an item for a stain, wring it and immediately put it in the washing machine for a full wash. Often times the soaking loosens the stain and the washing removes it, so you want to get it in to be removed while it is lose. Do not delay.
 How long you soak your stained laundry should depend on the stain and how fixed it is.

Some specifics:

For stains caused by chewing gum, do not use the above mentioned methods, instead get some ice and freeze the gum, then scrape it off, or vacuum it off, or at least vacuum off the small bits that break off.

For wax residues, you will want to try and remove them by using a hot iron pressed on a cloth that is laid over the residue, just be careful not to burn the fabric with the hot iron.

For any other stain, be sure to spoon it up off the item first (do not use a knife) and then pre-treat by soaking it in washing soda crystals, and launder immediately. You can use various pre-treat sprays, but often times simply soaking it in a solution of soda and water will do the trick, and it costs less.

Choose an enzyme based laundry detergent as this is usually the best stain remover, and is not hard on your clothes or linens.

If you can do the above mentioned things, and stay on top of your laundry, checking it for stains before washing, you will have clothes and linens that last longer, and look better for life.

Just make sure that you never put anything through the dryer that has a stain on it. The heat from the dryer will set the stain, and make it extremely difficult to remove. So, check items before drying. Also, if you are specifically trying to remove a stain, wash the item with hot water, not warm or cold. The high temperature of water can help to remove the stain. If you do not want to use hot water, find a detergent that is designed for cold water washing So that you have a better change of getting the stain out.