Own your content
You should own the things you create online. Whenever you use a service like Twitter, Medium or Flickr, remember you're giving away your content.
That's often fine: the content is trivial or ephemeral. If it is something you care about, however, there are some big downsides. The owners of the service control the traffic to the content. If they don't let you redirect it, you lose all that traffic if you migrate away! They may change their terms and start adding advertising to your content. They may even have terms of service that give them rights over the content.
Your own domain
The key to owning your content online is your own domain. For the price of a coffee or two a year, you can have a place on the web under your control. Your content's traffic is now under your control: you've got an audience! That means if you want to tell them about something, you can. For instance this site now has a little note about the new business I'm starting at the bottom of each post.
Your own link shortener
Running your own video/image hosting etc is more of a pain, so I take a pragmatic approach. Whenever I host content on one of these sites I now share it via my own link-shortener. That way I'm safe. If I want to move the content, for instance when Yahoo buys and closes a service, I can.
The link shortener code is tiny, I just use Heroku's free postgres database and currently have a 20 line ruby script to input links. Alternatively you could get a domain to use as a custom shortener for a service like bitly.
Be conscious
You are what you create - be careful before handing over control over your creations to big companies who don't care about you. It's easy to avoid doing so.