Always have at least two options. Leverage is key in negotiations. Be prepared to walk away from an offer. It helps if the prospective employers need you more than you need them (e.g. in a highly specialized field or your skills exactly match what they're looking for).
Also, don't be afraid to negotiate the contract... don't necessarily automatically accept a first offer. And money isn't the only thing that can be negotiated. There's vacation time, work conditions, etc.
Finally, be careful not to burn any bridges. Be an amazing employee / leave a good impression because you never know if you'll need to go lean on that company or coworkers again in the future.