I've played GURPS since before it was anything but a combat system.
Even so, there are some rules I don't always bring to mind when I need them - in actual play.
Here are some I really need to imprint into my head better. Perhaps by writing them down and posting them, I'll remember them more clearly.
Dodge vs. Area Attacks - I often completely forget to have NPCs and PCs alike get a chance to avoid area attacks. It's a basic rule - p. B377*, in Active Defense Options under Dodge and Drop. I actually have long house ruled that you can earn this +3 to Retreat without going prone if you can step into cover - this makes shooting around corners or from behind cover (and sticking close to it in general) work well. Flying and swimming creatures get to do this without going prone. That means while the best way to nail a flying target is an area attack (think proximity fuses on explosives) it's not negating this built-in advantage to flight.
It's worth noting that this is a defense - if you plunk a 1-hex Area spell into the same hex as a foe they can dive out of the area effect completely. I forget to do this, but I may stop forgetting it now! Against larger spells like Explosive Fireball or grenade (or grenade-like) attacks (cough, torc grenades) - an extra step might be enough to get away or reduce damage to significantly less.
Nothing Special About that First Turn of Close Combat - mostly as a mish-mash of half-remembered rules, I occasionally rule that you can defend normally against a foe when they first move into close combat. That's not actually true. You defend normally for close combat - limited defenses, block doesn't work, etc. prt p. B392**. If you want to use your full complement of defenses unpenalized, you need to retreat. If you can, great, if not, you suffer all of the penalties for defending in close combat. I've had players who dislike this - "Why can't I block his grapple with my shield while he's on the way in?" - and I understand why. But the reason people close to close combat is precisely to use close-in weaponry and attacks and bypass reach-based defenses. If you want to keep a foe at bay or shield-check him on the way in, use the rules in GURPS Martial Arts, p. 106, or use Wait and just check the guy with a Shield Bash or stab. It's a one-second time scale, so you can't be acting as fast as you can and be waiting to check anyone who closes with you. In reality it's not trivial to stop someone from closing and grabbing you even if that's all you are trying to do, nevermind while you're trying your own offense.
Like I said, I sometimes forget this and allow PCs and NPCs to just stand there and defend like they're out of close combat.
* And in DFRPG Exploits, p. 50, under Taking Cover.
* And in DFRPG Exploits, p. 51, under Defense in Close Combat.