Make sure you have permission. If you're on private land, make sure you've spoken to the landowner and have permission to collect..
Make sure you know the local laws about rockhounding.
Tell someone where you're going, and when you expect to be back. If you run into trouble, or get lost, you'll have someone expecting you and will know to send help.
If you get lost, stay put. You'll be so much easier to find if you haven't wandered further away. Just stay there and wait.
Take a friend along when you go, do not go alone!
Make sure you know where you're going. Take along a map of the area, know exactly where you're headed, have a plan ready.
Take along more water than you think you'll need.
Take along some food. You're burning a lot of calories, and probably sweating. It's a good idea to keep non-perishable snacks, like dried fruit or trail mix, in your car for emergencies.
Keep a basic first aid kit in your car.
Wear safety glasses, if you're breaking rocks, flying rock chips can cause serious eye injuries.
Wear a hard hat, if you're working underneath anything or anywhere where a rock might fall from above. Don't work underneath overhangs.
Never go into abandoned mine shafts.
When it's hot, beware of sunstroke and heat exhaustion. Wear a hat, rest in the shade every so often, and drink plenty of water. It sneaks up on you, be very watchful for this. Have sunscreen along and use as necessary.
Watch out for wildlife. Many places there are rattlesnakes, scorpions or spiders that can be hiding in rocky places - don't put your fingers where you can't see, and if you do get bitten, seek prompt medical attention.
Carry bug repellent and use as necessary.
Keep your tools in good repair. Loose hammer heads can be very dangerous.
If you have a cell phone, make sure it's well charged before you leave. You'll want plenty of battery life in the case of an emergency.
Keep an extra eye on any kids.
Wear gloves, rocks are sharp. Hammers, chisels, scorpions, snakes, spiders, and other hazards are everywhere, protecting your hands with a pair of nice gloves is a smart thing to do.
Check the weather before you go. If it looks like bad weather, stay home. Weather can change rapidly, especially in the mountains - prepare accordingly!
Rockhounding locations are often remote, in areas with dirt roads and poor cell phone signals. Do you know how to stay out of trouble, and what to do if trouble finds you? Safety is especially important in this hobby.