Here are several tips in no particular order or degree of difficulty:
1. Use a good clarifier in the boil. I and others on this board have had great success with Whirlfloc. Irish Moss is good also. Try rehydrating the Irish Moss for 10 minutes in a 1/4 - 1/2 cup of water before adding. Boil clarifiers go in about 15 - 20 minutes before the end of the boil.
2. Skim the froth that forms on the wort just prior to it coming to a boil. This is coagulated protein. Once the boil starts, stop skimming.
3. A hard, virgorous boil. This helps to form the hot break that occurs right at the beginning of the boil.
4. Use a good kettle screen. This not only keeps out hop debris, but can also keep out some of the other coagulated "stuff" as well.
5. Chill quickly. The best way to do this is with a counter flow chiller. Yes an immersion chiller works well also, but it just doesn't have the speed that a counter flow does. In a CF chiller, the beer is chilled down to pitching temps in a matter of seconds. Even though the cold break ends up in the fermenter, it settles out and does not redissolve into the wort.
6. Crash cool prior to racking. If you are bottling, this is probably not recommended because you still want some suspended yeast for carbonation. But for kegging, chilling your carboy down to below 50 for a few days can help settle out some haze causing stuff.
7. Filter your beer. I do not recommend this because I'm lazy and it takes time, equipment, and money. But it can successfully be accomplished on homebrew scale with amazing results. I have a friend who swears by it. His beer is absolutely brilliant, commerical quality brilliant. But, he is also insane. If clarity is your particular pet peeve, research this.
8. Time. Time will clear most beer. In bottles, after three weeks at room temp for carbonation, set the bottles upright and undisturbed for several weeks in the fridge. For kegs, don't move the keg once you get it in the fridge. Let it sit for several weeks before drinking it. Then, after about the first 1/3 of the keg, the beer should clear up dramatically.
9. Use post boil clarifiers. Things like polyclar (very small plastic beads) and Isinglass (fish entrails, no kidding) can help, but I have never used them. Research them prior to using, I've heard mixed reviews from other brewers.
10. Brew dark beer.
11. Brew wheat beer, it's supposed to be cloudy.
12. Practice good sanitation. Sometimes a beer that won't clear can be an indication of a mild (or not so mild) infection. Keep things clean and you can improve your clarity odds.
Just food for thought, Prosit!