Facebook also has a number of options for when your friends tag you. Check your privacy filters to make sure you're notified anytime someone tags a picture of you, checks you in, or posts to your timeline. NOTE: You have to manually chose "Enabled" in the Timeline Review dropdown box.
What your friends post about you on Facebook or Twitter can be much harder to control. Don't forget to monitor their profiles and ask them to take down any pictures, comments, etc that you would be embarrased to have a future employer see.
Did you know that many Internet browsers allow you to search privately? Check their pages for more details: