I watched a couple of those "curse of the lottery" shows that portray lottery winners and the horrible things that happen to them. The main lessons I took from it were as follows:
1) Don't announce your winnings to the world. Incorporate yourself (very easy in most of the US) and have a representative of the corporation - like your lawyer - collect on your behalf. Hire someone to open your mail and screen it so you only see requests from legitimate groups that meet whatever criteria you set.
2) Don't move far away from your family. A lot of the winners shown moved to Florida or California, leaving their families hundreds or even thousands of miles away. If you have a solid support system, be it family-of-blood or family-of-choice, don't move away from them. You need them more than ever.
3) Don't cheat on your spouse. Divorce disputes chip away at the pot and the only ones that walk away rich are the lawyers
4) Don't do cocaine! I was stunned at the number of drug problems people developed after winning.
5) Don't start your own business. Half of new businesses fail in the first year and the temptation to throw good money after bad is overwhelming. You're better off investing in an established business that is in a good place to expand.
5) Idleness isn't good for people. Take a few months, travel, play, whatever. Then go DO something with your life. Volunteer work, go back to school, sit on the board of a charity, mow your neighbors lawns, don't just spend the rest of your life playing. Same goes for your kids. Get them a car for their 18th birthday and pay their college tuition but don't give them unlimited spending money or buy them everything their little hearts desire.