Going through a stage a being absolutely terrified about collisions seems to be inevitable at some time. And I agree, keeping a healthy fear will keep you on your toes.
Around airfields is the place to really watch out. An all too common experience is spotting another aircraft and realizing that the pilot is not at all aware of your presence.
You develop an awareness of movement in your periphery vision. The one you are least likely to see is the one coming straight towards you, but again that's the one which is most likely to miss you - what are the changes of being in the exact opposite heading at precisely the same height? I have never heard of this happening in any accident.
A less obvious danger is aircraft climbing up to you from underneath. Not easy to see at all.
Does anyone really do that eye-scanning segment thing the CAA recommends?