We've discussed why social engineering should be your biggest security concern before, but this graphic breaks down how those attacks happen online, on the phone, and even in person, along with what you should be on the lookout for.
The graphic, from the folks at SmartFile, is a great breakdown of the myriad ways someone can try to squeeze information out of you. Not every social engineering attack is about getting passwords or bank account numbers -- sometimes it's about learning some useful information that might help an attacker get past security questions, or someone just slipping through the door behind you at your office when you head into work in the morning.
As for how to avoid those attacks, well the key there is to make sure you're on the lookout for them, not so much that you can protect against all of them. Simple things like ignoring suspicious links, phone calls, emails, and so on are a good start, but since most company data breaches come from internal sources, it's good to be on the lookout for someone who's eager to use you -- and the access you may have at work -- as a patsy. The article below has a few more tips as well, in addition to how these attacks are actually conducted, complete with examples.