I've skimmed over the others and forgive me if this has already been said but I'll take a stab.
They make an emergency rope ladder that you keep by your window if you are up on second or higher floors.
Fire extinguishers in each room and everyone knows where they are located, as well as smoke AND carbon monoxide detectors. The cost of all this stuff is high $30-$50, so plan to buy one with each paycheck or every other paycheck and before you know it you'll have all rooms taken care of.
A towel behind the door to put so smoke doesn't come into the room. If you really want to get technical, have a flower vase with water or a fish tank or something with water in your room so you can soak the towel as well.
Gas masks. Keep under the bed, thats where mine are. Practice before you have to use it, can take up to 30 minutes for some of them to learn how to use.
As someone has mentioned, keep a set of keys for your car outside away from the house. If possible, park your car away from the house instead of a garage (can prevent carbon monoxide as well as a safe haven for you to go during a fire), keep a BOB in there and emergency solar blankets (marathon blankets etc).
If possible, and if you have the $ to do it, put a spicket about 50-100 feet away from your house (like farmers use) and have a heavy duty water hose ready just in case. Could help some if its a little fire.
Metal roof in case on the 4th of July some kid shoots a bottle rocket onto your roof. There is also an interior/exterior finish called NO-BURN that you can apply on areas that might be vulnerable to catch fire (cabinets above stove, mantles, area around wall heaters etc).
Above all, be sure that you don't leave cigarettes, candles or the stove burning without watching it. Keep electric cords in good working order and not pulled taught. Have timers on other electric devices that shut off devices when not in use.