I'm always looking for a new job, even if I'm happy with where I'm at. But I always take into account a few things 1.) Where it's located 2.) Cost of Living 3.) Salary and 4.) Education Opportunities.
Since 2010 I've held six different jobs with each one coming with a sizeable pay increase each time. They've also all offered various educational opportunities and I now have 11 certifications in the program I work on - all paid for by the employer. I've also more than tripled my salary over the course of 8 years while still maintaining a good work-life balance.
For me loyalty to a company is worthless. They'd throw you out the door as quick as they could without blinking an eye, so why shouldn't I essentially do the same thing? Always be on the lookout for the next best thing, but do a ton of research before making a move. You can find out a ton of info on a company by spending an hour on Google.
Also don't be afraid to pick up and move to a new area. Two years ago I was in Michigan and sort of out of the blue, I interviewed with a hospital in Utah and a few weeks later sold my house, packed up the wife, and headed west. But if you are going to move to a new area, make sure you get hooked up with a company that will pay for the relocation. Thankfully, my current employer did and it made it really easy to just make two phone calls and hire movers. I then let a realtor handling the selling of my house and paid for a mobile closer who let me do everything in Utah. The whole process took less than two months.
As learning, take advantage of any opportunity to learn something even if it's outside your field. Once you learn it, figure out a way you can make it work to your advantage in interviews. Anything can be applied to the workplace when it comes to education. As an example, my college degree is in archaeology and I work in IT. Basically, I managed to work in how the analytical skills of digging up ancient trash applies with working on computers.
I'll also echo what
@Danoff said. Minimize your tax burden, especially once you start making decent money. The government really wants to get its greedy hands on your hard earned coin, so pay yourself before paying the government. I invest a bunch in my retirement accounts and do it all myself through Fidelity. The nice thing about it is that I can actually go into one of the Fidelity places and talk to someone without actually paying anything too (perk of the job). I routinely chat with an advisor either in person or on the phone to figure out if I'm on track or need to be more aggressive. I'm 31 and my retirement accounts are already deep into the six figures, which is nice because I'd like to retire around 65.
Finally, watch what you buy. Not making impulse buys really helps you save your money for things you actually want. However, don't be afraid to buy something you truly want if you can afford it. Living in a way where you always feel the need to save money instead of getting things or going places is a bit depressing. For me, I buy cars and travel but really look at whatever makes you happy. Although I do strongly recommend traveling since it gives you a better world view of things.