Make a conscious decision which social media sites will be private, for freinds only and which are public and professional. For example, many people use LinkedIn as professional while Facebook is kept private.
Once you decide, use the privavy settings of the site you want to keep private.
Decide who can:
See & comment on your posts
Post to your wall
See tagged photos & videos of you
Have access to your contact information
Also:
What can others share about you?
Will your page appear when people search the Internet?
Use the Settings 
icon and the Shortcut 
to the privacy settings to manage your Facebook account.
Use the Activity Log to see what others can see
Use Friends Lists to easily post messages for family or close friends without telling everyone your news.
