Update: I was unfortunately not aware of Shamus Young's severe criticism of Fallout 3 available here to link in the original piece and I regret that. It dovetails rather nicely with what I've written and it's much better executed than my piece. I strongly recommend anyone...
Let go of your thrusters well before you think you have to, otherwise you're likely to hit something.
Look for patches of shade to let your shield regenerate.
If it looks like you're running low on fuel, head back to your base to refuel.