Good tips so far and the one about do not be distracted in the loading process cannot be overemphasized. Once you start the process, follow through without talking to anyone, etc. It's amazing how easy it is to forget the last step you did when someone comes up at the range and starts asking questions and 10 minutes later you get back to finish the load.
I think one big safety item is to never directly load from a powder storage container, be it the can the powder comes in, a flask, or horn. Always pour from the container to the measure then down the bore. In case there is a hot ember left from the last shot, it can ignite the new powder going down the barrel and travel up to whatever container you are using to load with. You do not want that to be a larger quantity of powder as carried in a horn or flask.
In respect to the story Rifleman related...never cock the hammer at the range until you are ready to shoot...pointed down range safely...even if there is no cap on the nipple nor powder in the pan.
I think having your ramrod/rangerod properly marked to indicate the right depth of the load is a safety feature. If I leave a load in hunting, I use this as a check the next day to be sure the load did not shift, making the ball/conical an obstruction in the barrel. In practice, it ensures you seat your ball/conical to the proper depth. If you somehow do get distracted and forget what you last did, a quick check of that mark will tell you a lot (empty, powder only, completely loaded.) Will definitely stop you from putting a second load down...or at least from trying to shoot it. I use a separate brass range rod and on my first load of the day at the range I mark the depth with a black marker. When done shooting or if I am working up a load and changing charges I can wipe it off and remark on the next load.
Great question and even though many of us are long-time shooters, we need a little reminding from time to time as well.