Need anyone say it? Smoke alarms! And don't trust them to help your kids - I read they can sleep right through them, so YOU have to wake up and get them out.
I keep a pair of pants with keys, wallet, cell, etc. in the pockets ready when I go to sleep, in case, God forbid, I have to get out quick. And I have an escape ladder ready in the back bedroom, 'cause building codes in the burbs don't require an upstairs back exit like they do in Chicago.