The biggest and most common mistake that many players make is to try to run out when the table is not run-able. Yet you see it all the time.
A player will shoot down everything he can and then fail to execute the run out. His opponent will then take advantage of the wide open table left for him and proceed to either run out or move his trouble balls to a more favorable position by playing a safety, and then he, or she, will wait for our hapless hero to foul, resulting in a ball in hand.
The mindless shooting of balls off the table without a plan to break out any trouble balls is a recipe for disaster. This comes about as a result of poor planning (or no planning), poor appraisal of the table layout, and not thinking strategically.
Say you're playing 8 ball..and you have a some clusters or other trouble balls, the best course of action is to try and fix the problem as early as you can while you still have plenty of balls on the table. This gives you more options on how to take care of the problem(s), and continue the run to a successful conclusion.
Or you can play a good lock down safety that will result in your getting ball in hand, or force your opponent to try and make a very low percentage shot (and once he flubs it you have regained control of the table).
Given the choice, I will pick a relatively easy safe over a difficult shot every time. When playing a safe I try to make sure that the cue ball is locked down tight. I don't want to give my opponent a chance at a kick or a jump.
There are shooters and there are players.
Shooters don't think. They try to make a shot every time, without regard to how difficult that shot really is, in terms of percentage.
Players are good shotmakers, but they know when, and why, to go for it.. or duck.
Use your head and watch you winning percentage go up.