I keep my money by flying smaller, cheaper ships for the most part - and I have a LOT of money! I would especially recommend doing this when trying new types of missions that you're still getting familiar with. Since it sounds like combat is your interest, consider the Vipers or the Vulture. These ships have serious potential, especially properly loaded and engineered. My Viper III is still one of my favorite bounty hunting ships, and I own a battle 'Conda.
Also beware of the "A" rating trap. Not only do A rated modules cost WAY more than others, thus jacking up the rebuy of your ship, but often they are not the best choice. If you are pursuing combat missions, B-rated modules are actually much tougher, as they are the "heavy duty" version of the modules. Go for an A-rated power distributor, use D rated sensors and life support, and B rated power plant and thrusters. You may have to vary some of these depending on the ship you are using (I often have an A rated power plant and D rated thrusters for example), and Engineering can help compensate for any deficiencies a non-A rated module might have. Module and hull reinforcements can also be a great help.
Finally, learn how to 'get out of Dodge' when things start going south. High wake! "He who fights and runs away, lives to fight another day."