Here's a few I saw from an expert on TV one time.
1. Don't make kids express physical affection if they don't want to. Tell them no one can make them do that. Make them greet or say goodbye to Aunt Mildred politely and verbally, don't make them kiss/hug her. Tell them that is for only them to decide.
2. Teach them self defense. Even simple things like just yelling where they are (I'm in the alley behind the school) and what is going on (I'm getting beaten/raped/my iPod is being stolen) and what anyone hearing should do (call 911)
3. This is an important one: Primary Crime Scene and Secondary Crime Scene. Primary crime scene is often semi-public. Parking lot, street, bus stop. That's where the victim gets picked up from. Secondary crime scene is the woods where they unearth the victim's jaw 20 years later. You don't want to go to the secondary crime scene. If someone tries to lure you into a vehicle, the proper response is "You'll just have to kill me right here, asshole." I've actually done this before, with good results!
I have no information on how to protect fictional Harry Potters though. :(