I've been thinking about this, as I'm more than half-way now and the first half passed so quickly.
My approach:
1) Start writing proposals NOW: try to get a postdoc out of one of my ideas
2) Cultivate links with other labs/researchers: you never know where a vacancy may come up
3) Keep ear to ground re: internal vacancies. I like where I am now and unadventerous as it is, I would like to stay if possibe.
I recently began worrying about boring stuff like pensions, though: so much work these days is short-term. Am I going to be living in poverty as a pensioner cos I didn't make enough contributions?