The King
In the early game, castle early!
This keeps your king safe behind several pawns.
Another benefit of this is that it allows the rook to get into the battle faster!
Two options: Castle Kingside vs Castle Queenside
Look at the position to see which side is better!
NOTE: in the endgame, you should use your king to help your troops! During the endgame, there are less pieces left and less worry about being checkmated.