Almost done, just a few tweaks and a rear wheel away from being ready to roll.

I hate flat tires.  Running to the garage to squeeze in a one hour ride and finding one, sometimes TWO flat tires?  I hate it!  So I sat down and thought about it, and came up with several minor things I can do to help prevent flat tires. 

Here they are, in order of expense.  I'm focusing on training here, not your race day setup.  But you might find this info handy for either:

Fatter Tubes:
My local bike shops sell two suitable sizes of cyclocross tubes: 700x28-32c and maybe something a little bigger like 700x35-43c.  I'm sure you'll find something similar at your bike shop.  Get the bigger size.  The tube walls are thicker and more robust.  There is no extra cost here, just pick the slightly heavier tubes next time.  Do NOT run road tubes.  Too thin.  You will flat, I promise.

Cost: $10

Latex Tubes:
Latex is said to stretch WAY more than butyl.  Therefore, it is logical to assume latex tubes will get less punctures.  Thorns and sharp rocks will have a harder time poking through, and you should be able to survive more bumps that would cause a pinch flat with a butyl tube.  Challenge is the only company I know of that sells cyclocross sized latex tubes.

Cost: $25

Sealant and the Right Tubes:
If you look hard enough, you can find tubes that have removable valve cores (a valve core is that little head/valve you unscrew on a presta valve to inflate the tire).  That will allow you to squirt some sealant (e.g. Stans) into your tubes.  While it won't protect you from sidewall punctures, it will certainly help for some flats, especially the thorn-induced kind that surprise you when you are about to go out on a ride.  If you can't find a brand you like, try QTubes.  They don't cost any more than a normal butyl tube.

Cost: $26 ($10 for tubes plus $16 for sealant)

Go Tubeless:
You can go tubeless on a huge budget range:

• Ghetto: Slice up a 26" MTB tube to line your rim.  Cheap rim strip.  Maybe add an extra layer of rim tape too.  With luck, and the right tires, that might work.  Be prepared to experiment.
• Tubeless Conversion:  Stans sells a tubeless kit that contains rim strips, tape and sealant.  More importantly, if you go to the forums (or email them), they might be able to tell you how many layers of rim tape you need for your particular rim to make it seal up right and not burp.  You may just need to experiment a little.
• Tubeless-Specific Wheels - There are several options now.  These wheels have rim beads designed for tubeless use, and you can get pre-determined setups that work without experimentation.

Regardless of your option, just be careful.  Consider this:

• Training: I actually ride on the road to get to the cyclocross terrain.  Bombing downhill on the way home would not be a fun time for my tire to slip off the rim.  I don't have time to inspect my tires before every ride (or maybe I'm just too lazy).  Since I don't have the motivation/gumption to properly maintain the setup, I ride clinchers for training. 
• Racing: When I race, I use tires in primo condition and I can inspect them regularly between races.  I can be more confident of my equipment.

I don't want to artificially alarm anyone.  Odds are if you have any problems, it will just be your tire burps air and you can stop and pump it up again.  No biggie.   But do some research and get a reliable setup going before you trust your equipment day in and day out for training.

Cost: $20 - $2000.

Tubulars:
Perhaps the most expensive and least wise option of them all.  You'll get less pinch flats, but there's still those pesky thorns and sharp rocks.  Get a flat?  Roll a tire?  Hmm well that sucks.  Carry a cell phone or be prepared to jog home.  There is no pit in the real world.

But, if you are meticulous with your equipment and don't mind getting stuck out there, go for it.

Cost:  Not worth it