I presume you are talking about guesstimating urls, that is, replacing my "/4/" with a "/42/" to see if someone else has something under http://www.mypage.com/questions/42/answers".
As far as I know the first and foremost best practice is to implement proper security everywhere, so that a user who does not have permission to see something will never be able to see it, even if they guess its url.
Of course this will not work if you want your users to be able to share their stuff with people who do not have an account on your web site. In these cases, each url has to be public, so you want to make sure it is not discoverable. For this, you can use the second best practice, which is hashing. So, that "/4/" would be replaced with a "/2klty046vjzm9fy/". Many big web sites do it, for example dropbox. Sign up for a free dropbox account, upload a file, ask dropbox to give you its public link, and you will see that its url contains such a hash. Then, upload another file, ask for its public link, and you will see that the hash of that file is completely different, so it is not your own per-user id, it is something unique. Google documents does the same thing for docs that you want to be able to show to users who do not have google accounts.
Judging by your reputation, you probably know how to create a hash; if not, that could perhaps be the subject of a different question.