If you aren't maxing out your benefits at work you are missing the boat and leaving money (compensation) on the table (I will assume you take medical and dental benefits).

Your 401(k) or 403(b)
You should be contributing at least up to the company match-- if the company matches to 3% contribute 3%.  The company match is free money, an instant return-- if you don't take it, you left compensation on the table.  It comes out pre-tax so it reduces your taxable income and won't impact your take home by as much as you think-- in fact, it could increase your take home because of a change in tax bracket.  The money grows tax-deferred and can't be touch without penalty and tax before age 59 1/2.  The max you can contribute is $15,500 or $20,500 if you are over age 50.

Life Insurance
Get as much as they will give you-- usually, 8x annual income.  It's cheap term insurance (no cash value) and everyone qualifies regardless of medical history.  Just realize if you leave your job it doesn't come with you, so it helps to have some that you purchase on your own.  The benefit is paid to your beneficiaries tax-free.

Disability Insurance
Take the max here too.  You are more likely to be disabled, than die before age 65.  If you become disabled this benefit provides monies to pay your bills while you are out of work.  It won't completely equal your salary, but will help cover the mortgage, the car payment, and put food on the table.

Medical Savings Account
If you have regular medical bills, it may pay to have some pre-tax monies set aside to pay those expenses.  The key is estimate very carefully and correctly, because this is a use it or lose it benefit.  Sometimes this benefit can be used for child or elder care expenses as well.  It is a valuable benefit in that if you have to pay these expenses anyway-- which would you rather pay with pre-tax or after-tax monies?

Finally, if you have other benefits available, think hard before turning them down-- they are usually worthwhile and inexpensive.