One piece of advice I never see, perhaps because its not practical for civilians. Immediately after an explosion where you are close to the epicenter, do everything possible to avoid gasping or yelling. Next, quickly but carefully check if you have been hurt or not.

By the end of my time in service the most I might do is have an eye twitch but for normal people, being in proximity to an explosion is an unprecedented experience that's like opening a hot stove oven, flipping a flood light on in your face, having a party balloon pop behind you, and being hit hard by an ocean wave from an awkward angle, all at the same time. Totally normal reaction is to want to get the fuck away but first you want to make sure everything is still attached, nothing new is now attached to you, and there are no major holes anywhere.

I guess the problem with that advice is that unfortunately its only useful to those expecting to be near an explosion.