What I really like about EVE is that there IS a penalty for getting killed (podded). Unlike other games where you respawn with everything you had, in EVE, you start all the way over equipemt wise (and skill wise if you don't have an up to date clone). It makes you think more before doing something stupid.
To that end,,,First Law: never fly what you can't afford to lose. Just like everyone says.
My charector does a bit of everything. I may not be the most powerful, but if I lose a ship I can make a new one from a blueprint I have on hand, minerals I've already mined, and spare parts I've kept in stock. I also do invention so I have T2 parts on hand as well.
I'm not much of a PvP per and in fact have been podded many times. It annoys me but having those kind of setbacks is all part of the game. It helps "keep it real" so to speak.
In short, if you're going to whine about losing your ship, don't pick a violent profession!