If your marginal tax rate (the rate you pay on your last dollar earned) is very high right now, much higher than it will be in retirement: max out your RRSP, especially with highly-taxed stuff (bonds, GICs). Be sure you don't piss away the resulting tax refund!
If your marginal rate is high, and you plan to buy a house or go to university in the future: get at least $25K into the RRSP for at least 91 days, and withdraw it under the Home Buyers' Plan or Lifelong Learning Plan.
If your marginal rate is high, and you've maxed out the RRSP: put other highly-taxed stuff into a TFSA.
If you've maxed out your RRSP and TFSA, aim for tax-preferred stuff in regular savings (anything that pays dividends and/or is likely to result in capital gains).
If your marginal tax rate is low, max out your TFSA if you want (hey, it's free money), but save your RRSP contribution room for years when you earn more and your marginal tax rate is higher.
If your marginal tax rate is low, and you have a kid going to university in the future, look into RESPs instead of RRSPs.
If you suddenly find yourself with a very low-earnings year (e.g., you go back to school, take a year off for travel or growth), consider withdrawing funds from your RRSP to avoid paying deferred taxes.
(I realize this is all pretty basic stuff, but I hope it's some help.)