As a responsible cyclist who does not want to die, I wear a helmet. The other night, I donned one of those reflective orange vests. (Do not laugh, please.) And I try, really I do, to hold out my arms and signal when and where I plan on turning. I do not like doing it, though, because I feel I am going to lose my balance and because I don't think that drivers notice half the time anyway. Especially not at night.
Lifehacker has turned up a wonderful DIY solution to this problem: bright, wearable turn signals.