[evileeyore]

I recommend reading these blogposts from Peter Dell'Orto:

What non-combat skills do they bring to the DF table? (Cleric, Druid, Scout)
What non-combat skills do they bring to the DF table? (Swashbuckler, Martial Artist)
What non-combat skills do they bring to the DF table? (Knight, Wizard, Barbarian)

How to Be a Helpful GURPS Player During Combat
Being A Helpful GURPS Player in Combat, Part II
GURPS 101: Avoiding Combat Analysis-Paralysis in GURPS

GURPS 101: Patching Holes (Death, Fear, and more)
GURPS 101: Patching Holes (Poison, Disease, Influence Rolls)
GURPS 101: Patching Holes - Don't Over-Patch

Negotiating with Monsters: Common PC Errors
Negotiating with Monsters in DF
GM Mistakes Negotiating as Monsters

Sneaking in a Dungeon, Part I
Sneaking in a Dungeon, Part II
Sneaking in a Dungeon - Part III - Equipment and Tactics

Peter also has other good posts explaining many GURPS character topics (like HP, FP, IQ, ST, HT, etc):
GURPS 101


And finally to really "level up" peruse Douglas Cole's page on GURPS Melee Academy articles (by Doug, Peter, and others):
Gaming Ballistic - Melee Academy