Your Raspberry Pi requires that you be a little more careful with it than other computers. For one thing, all of its electronic components are out in the open, vulnerable to static shocks. Please get a case for your Pi if you don't have one already.
Try to always shut down your Raspberry Pi the proper way, instead of just yanking its power. Here's how:
ssh pi@[ip address]
sudo shutdown -h now
Then give it 30 seconds to finish the shutdown process before you remove the power.
You may run into a situation where you can't access your Pi's command line, so in those cases you may not have any other choice. It's possible that losing power unexpectedly will corrupt the disk on your Pi, making it unable to boot back up. If that happens, don't worry, you can always re-flash the MicroSD card.
If you end up with a corrupted disk on your Pi, it will help to have a recent backup of the system disk. I have a dedicated thumb drive for this, formatted as "OS X Extended" (because I use a Mac).
Power off your Raspberry Pi, then insert the MicroSD card in your computer. You will want to use the dd utility to copy the contents of the MicroSD card to an image on the thumb drive. Here's an example of how I backed up the /dev/disk2 (which will probably be different on your computer) to /Volumes/smoldata/backup (which will also be different on your computer):
diskutil list
(check for which disk number "boot" is under, here mine is disk2)
diskutil unmountDisk /dev/disk2
sudo dd bs=4m if=/dev/disk2 | gzip > /Volumes/smoldata/backup/2017-03-19-smoldata.img.gz
sudo diskutil eject /dev/disk2
See also: Raspberry Pi Backups documentation
It's good to get into the habit of backing up your Raspberry Pi MicroSD card, but just as important is that you know how to restore from the backup. Think of it like a fire drill, you feel more safe in a building knowing how to get out in a hurry if you need to.
You don't need to verify each and every backup you make, it's mainly just a reassurance for yourself that your backups will actually do what you think they will do.
Here's how you would take that earlier backup and flash it back onto the MicroSD card. And again, the specific paths will be different on your machine.
gunzip --stdout /Volumes/smoldata/backup/2017-03-19-smoldata.img.gz | sudo dd bs=1m of=/dev/rdisk2
Note that when restoring from an "expanded disk" .img file, it will take significantly longer than with the Raspbian system images you may have installed before.
If you suddenly begin getting errors about Read-only file system you may need to repair your USB thumb drive.
For example, here is an /etc/fstab entry for a HFS+ formatted thumb drive (compatible with OS X):
/dev/sda2 /mnt/usb hfsplus defaults,uid=33,rw 0 0
But I noticed after the pi lost power unexpectedly that the rw part was getting ignored.
$ mount
...
/dev/sda2 on /mnt/usb type hfsplus (ro,relatime,umask=22,uid=33,gid=0,nls=utf8)
After doing a bit of research, I found a blog post describing the same problem. So I tried their suggestion:
sudo fsck.hfsplus /dev/sda2
reboot
When the pi came back online, things were back to rw
$ mount
...
/dev/sda2 on /mnt/usb type hfsplus (rw,relatime,umask=22,uid=33,gid=0,nls=utf8)
And the errors I was seeing went away. Hooray! \o/