well it's about staying in there as long as you safely can, as returning to station = less profit/fun
so if your ship has spare space, carrying several Shield Cell Banks is a good idea
turn them on/off as they get used up, don't be afraid to use them when taking a serious hit as death's worse than spending cash on ammo
but also remember that if you do die, you lose all your combat bonds, so don't be afraid to get out of dodge and hand them in so they are securely banked
so it's a trade off
don't fight ships on your own! never be out on your own, stay near allies
go for an enemy at least 1 ally is already engaged with, safer, saves you effort
weapons with low ammo counts aren't a good idea, alas
I run 2 medium cannon 1 large cannon and 2 pulse lasers on my python, the three cannon together do a hell of a lot of damage so I do get good enough time in combat with them, usually save them for power units of larger ships, or when things are hairy
if in my Vulture it would 2 gimballed pulse lasers or a gimbal beam laser and gimbal large cannon