Making Life Easier
Now that we have access to Trigger gems, there are a few common techniques we can use to improve our survivability or improve our quality-of-life ability to apply certain effects. These techniques are used in most builds when the links are available and there's no compelling reason not to use them.
Immortal Call is a Spell that makes you immune to Physical Damage for a brief period. This is a pretty nice effect that is often useful when you charge too aggressively into the wrong room and get volleyed by dozens of monsters at once, but it's difficult to use properly by hand.
Enter Cast When Damage Taken: by linking Immortal Call to CWDT (and optionally to an Increased Duration Support), you can set yourself up to trigger a temporary invulnerability when you get in to trouble. Immortal Call does not scale to any particular degree with gem level, and so it's usually best to keep both CWDT and Immortal Call at level 1 for the purposes of such a link (the Increased Duration Support can be freely levelled, as CWDT's level cap does not affect supports).
This can be placed in a one-handed weapon or shield. If placed in a four-link, there's a fourth available slot, which can be filled with an Efficacy Support to add more duration to the Immortal Call, or with a low-level Curse to apply it cheaply.
Note: Immortal Call consumes Endurance charges on use. If you need to keep Endurance Charges active as part of your build, it is probably a good idea to skip this setup.
Golems are minions that provide minor buffs to your character. Hooking a Golem up to CWDT can allow you to keep the Golem active even in a build that does not in any enhance their survivability, allowing them to maintain their buffs on you. For this setup, you will usually want both gems levelled, since a Level 1 Golem will die so rapidly against late-game bosses that even CWDT can't really keep up.
The two remaining links can be filled with Minion supports (particularly Minion Life and Minion And Totem Elemental Resistance, which will help keep your Golem alive) or with other things you'd like to trigger, like a Curse.
CWDT+Curse or other utility Spell
As above, Curses are valuable utility effects, and it's useful to keep them up. CWDT can do so with no active effort, at the cost of not applying until you're actually being hit (which can be a problem if, say, a boss can outright one-shot you if you haven't Cursed them). Curses have moderate scaling with level, so it's up to you how much you want to level your CWDT up (and thus increase the power of Curse you can link to it).
Alternately, you can run CWDT + Ranged Spell (I like Bladefall, personally, but there are many options) + Curse on Hit + Curse. CWDT triggers the Spell, which then triggers the Curse through Curse on Hit (which does not place any level restriction on supported Curses). The extra step here allows applying high-level curses reliably, at the cost of only applying them to enemies your triggered spell actually manages to hit. Note that for this setup to work, the Curse (but not the Spell) must be too high level for CWDT to affect it. This is because no skill can be simultaneously triggerable by more than one Trigger support - we need the Curse to be triggerable by the Curse on Hit but not by the CWDT.
Other utility Spells, like a minion-buffing Offering or melee-friendly Blood Rage, can also be set up this way.
There are a number of other on-hit effects besides Curse on Hit that CWDT can be used to trigger. Examples include Blind Support, Power Charge on Critical Support, Onslaught Support for bosses, and many others. If all you need for a Support to apply a powerful effect is a Hit (and you don't care how damaging said Hit is), CWDT is a good option for trying to apply it.
Tempest Shield Setups
Tempest Shield is a Spell that provides a temporary buff that arcs lightning to enemies when you block with your shield. Since this refreshes the effect, Tempest Shield is easy to keep up in combat if you have some reasonable amount of block chance, and as a result it works well with on-hit effects.
Tempest Shield + COH + Curse
Applies a Curse to an enemy when you block: Tempest Shield fires lightning, the lightning Hits the enemy, and the Curse is applied. There's no limit to the level of Curses you can apply this way, and it requires only a 3-link (not a 4-), which can be relevant in some builds.
Tempest Shield + Power Charge on Critical + Blind
This setup allows your Tempest Shield to generate crit-boosting Power Charges for you and to Blind your enemies, both quite nice effects at the margin, for very little cost.
Other Utility Skills
Orb of Storms + Power Charge on Critical + Blind or Increased Critical Strikes
Works much like Tempest Shield above to generate free Power Charges. Increased Critical Strikes can help ensure charge generation; Blind is an additional utility effect.
Frost Bomb is a skill almost never used for its damage in its own right, but it's quite a useful utility tool. It's a pulsing orb placed at your feet that has two effects. One, it reduces Cold Resistance substantially, and is therefore useful for a cold damage build able to get close enough to use it. And two, it greatly reduces Life Regeneration for nearby enemies, which can be very useful against enemies with a lot of Regeneration (mobs with multiple Essences on them are notorious offenders).
Blood Rage, either self-cast or in a Cast-when-Damage-Taken setup, increases your Attack Speed directly and also lets you generate Frenzy Charges to increase it even further, along with increasing your Leech from Physical Attacks. While the skill is oriented towards Attack builds, Frenzy Charges do benefit Spell damage as well, so it does provide some benefit to casters.
Blood Rage does drain your life slowly, however, which makes it something you don't want to use 100% of the time (particularly if you've taken the Vaal Pact Keystone Passive, which prevents you from Regenerating Life). In particular, it can be quite dangerous in the Labyrinth, where lots of other damage-over-time effects can quickly come into play.
Bleed effects suck. They already hurt, and they do huge amounts of additional damage while you're moving. If, up to this point, you've found yourself dying out of nowhere with no monsters around - well, you probably got a Corrupted Blood effect stacked up on you by the last pack you killed.
As a result, it's nearly required that at least one of your Flasks - ideally not a Life or Mana flask, since those end early if their respective resource fills - have the of Staunching suffix on it.
You can get this suffix by using Orbs of Alteration on a Flask to reroll its affixes, as long as the Flask isn't below Item Level 8 (you can see the Flask's item level by holding 'alt' and mousing over it). If the Flask rolls a suffix other than of Staunching you can reroll it again; if it does not roll a suffix you can use an Orb of Augmention to give it one (and then reroll it further if it's not the Staunching one you want). A good prefix to combine with it, like increased charges gained or increased duration, is optional but a big plus if you can get it.
Other Utility Flasks
Ruby, Topaz, and Sapphire flasks do more than just add resistance - they also reduce damage taken from the associated element. This can be a big deal against certain bosses that focus on a particular element (like, say, Dominus with Lightning), so consider swapping one in if you're having trouble and can identify the relevant damage type.
Basalt flasks add Physical Damage Reduction, and can save you from giant Physical hits (like the ones we're about to take).
Granite and Jade Flasks add huge amounts of Armour and Evasion Rating respectively, protecting you from (again respectively) Physical damage and Attacks. (Remember, these are different things in POE's language!)
Stibnite Flasks give you a boost to your Evasion and blind nearby enemies, making it very difficult for them to hit you with attacks.