Reduce, re-use and recycle in that order of importance. Reduce consumption of the resource through better efficiency, lifestyle changes or by consuming renewable alternatives. Reduction has the greatest impact on conservation. Re-use the resource as much as possible before recycling. While recycling is better than discarding, it is the least efficient way of conserving a resource.
Abundant resources such as aluminum have a huge impact on other non-renewable resources like coal or natural gas because of the energy they require to extract. While re-use is often not possible, like in soda cans, recycling is far more valuable over disposal.