Part of that huge chunk that's taken out of your check each pay period goes to unemployment insurance, which means that if you lose your job, you get to collect. It's not much—the average is $292 a week, according to the Department of Labor—but every little bit helps.

"Think of it like car insurance. You've paid the premiums, so you're entitled to get your car repaired if you get in an accident. It's the same thing with unemployment insurance, and if you need to collect, you better be in line the next day," says Stacy Francis, a financial planner in New York.

Why the rush? It can take a few weeks for your payments to kick in.

• Make your job change easier with this career intervention workshop
  
• The best way to change careers
• More advice from Jean Chatzky