Feel free to add more... I'll edit them into this post. (DM's corollaries are purple and in roman numerals.)
1. Don't give the DM ideas. (sirp)
1a. The DM is not allowed to have any fun. (FlaminCows)
I. Always listen to your players. Their evil ideas have more immediacy than yours. (Keldar)
2. Never split the party. (sirp)
3. Always check for traps. (sirp)
3a. It's a trap. (Solo)
IIIa. Yes, they're right -- it is a trap. (Keldar)
4. Don't tempt the gods of chance. (sirp)
4a. It's guaranteed that they will screw somebody, because contrariness > statistics. (veekie)
5. Statues always move. (sirp)
6. Always look at the ceiling. (Agita)
7. Never trust the DM. (zook1shoe)
7a. He is out to get you. (Lord Slasher)
7b. Never fully disclose all your abilities. (zook1shoe)
7c. Always get it in writing. (sirp)
7ca. Read the fine print. (FlaminCows)
VII. Never trust your players. (Keldar)
VIIc. Always get it in writing. (Keldar)
VIIca. And in duplicate. (Keldar)
VIIcb. With lots of fine print. (sirp)
8. Life's more fun with a frenzied berserker. (zook1shoe)
VIII. Think of all the fun you can have with a frenzied berserker! (Keldar)
9. Never stick your hand in the dark hole, get the dumb guy to. (zook1shoe)
9a. Beware of the light, too. (zook1shoe)
10. Scouts must aways travel in groups 1 larger than the number of enemies they will encounter. (Lord Slasher)
X. A lone scout is an invitation to comedy. (Keldar)
11. Don't put on the Head of Vecna. (zook1shoe)
XI. If the Head of Vecna doesn't work, you can always try the Dreaded Gazebo. (Keldar)
12. Don't destroy the treasure. (zook1shoe)
12a. Always check for treasure after a fight. Yes, even then. (InnaBinder)
13. If you haven't seen the body, it is not dead. (FlaminCows)
13a. Even if you've seen the body, cut it in pieces, set it on fire and throw the ashes in a river just to make sure. (oslecamo)
XIII. If they haven't seen the body, its not dead. (Keldar)
14. Don't get on the boat. (Lord Slasher)
14a. If you absolutely have to get on the boat, make damn sure you know how to swim. (Lord Slasher)
15. If the DM steals your stuff, it means he wants you to go somewhere. (Lord Slasher)
16. If the bad guy actually knew anything about honor and/or morality, he wouldn't be the bad guy. (FlaminCows)
17. The bad guy will never actually return the hostages safe and sound. (FlaminCows)
18. Never accept a challenge from the bad guy -- he rigged it beforehand. (FlaminCows)
18a. Sporting chances are for sissies. (FlaminCows)
18b. Never engage in a fair fight if you have a choice. (Halinn)
19. Revenge is not a good reason to take risks. (FlaminCows)
20. "The Fall of the Paladin" makes for great theater... so your DM will try to make it happen. (FlaminCows)
XX. Fallen Paladins are old hat. Mess with the cleric. (Keldar)
21. Never leave your True Love and/or family unguarded unless they can defend themselves. (FlaminCows)
22. Any relatives you can't ascertain the location of are now working for the Evil Overlord, or dead at his hands. (FlaminCows)
22a. The relatives you know about will probably turn on you. (Lord Slasher)
22b. You have an evil twin. This is a fact. (FlaminCows)
23. There's no such thing as overkill. (FlaminCows)
XXIII. Overkill is easy. Just enough kill is Art. (Keldar)
24. Always have a backup. (FlaminCows)
24a. Your backup will always be used against you. (sirp)
24aa. Have a backup anyway, just in case. (sirp)
XXIV. Always have a backup. (Keldar)
XXIVa. Always have a backup for your backup. (Keldar)
XXIVb. When in doubt: Bullshit. (Keldar)
25. Guards are always incompetent. (cannotthink)
25a. Unless they're after you. (cannotthink)
25b. But not so incompetent as to let you do whatever you want. (ariasderros)
25c. There are always enough of them to overwhelm you with numbers, no matter how small the town. (ariasderros)
26. If it can explode, it will -- at exactly the wrong time. (Lord Slasher)
26a. Always use explosives, they improve everything! (veekie)
27. Just because it has stats doesn't mean you can kill it. (Lord Slasher)
27a. Just because it doesn't have stats, doesn't mean you can't kill it. (sirp)
XXVII. Don't give it stats unless you're ready for it to die. (Keldar)
XXVIIa. Or even put it in the game at all... (Lord Slasher)
XXVIIb. If you include an ability in the game, the players will get access to that ability themselves.
28. Sometimes, "kick in the door" is all the strategy you need. (Halinn)
28a. "Charge!" is often an acceptable battle-plan.
29. Ever problem can be solved with creative use of a fish hook, some twine, and a ten-foot pole. (Zionpopsickle)
29a. If you can't solve a problem with those, you aren't trying hard enough. (sirp)
29b. Alternatively, violence is always the answer. (phaedrusxy)
29ba. If violence isn't working, you're not using enough violence. (phaedrusxy)
29bb. Or, you're asking the wrong questions. (sirp)
30. There's always a bigger fish. (Lord Slasher)
31. If dice and a table are involved, somebody will hate it. (veekie)
31a. Somebody else won't be able to resist trying it. (veekie)
32. All captive maidens are either succubi and/or doppelgangers. All of them. (Lord Slasher)
32a. So are the prostitutes. (phaedrusxy)
32b. So are your female relatives. (sirp)
32ba. And your male relatives. (sirp)
32bb. You are probably one yourself, without knowing it. (sirp)