1) When you connect to the network your machine will ask if it is public or private (sometimes you will have the options of work, home or public). Make sure you choose public. This will keep your computer from sharing files that are on it.
2) When going to a web page make sure that the address starts with https, NOT http. The extra s means that it is a secure site and everything you do is encrypted. While, once logged in, financial sites are encrypted, be careful to make sure their login page is. It doesn't do any good to have your transaction secure but not your user name and password.
3) Don't forget the most likely way for someone to spy. Just be aware of people around you and make sure no one is looking when you put in those passwords.