Disclaimer: While this short post focuses on D&D 3rd ed./3.5 ed. this can easily be applied to other systems.
Now I know D&D is the absolute staple RPG. Everyone who has played tabletop has played D&D. The thing is, D&D is a very, very forgiving system often tweaked to the players favor. Now, nobody likes a killer DM but sometimes a party can be almost bullet proof which can often encourage irrational and often stupid behavior. Or maybe you like a bit of risk in combat, either way, here a list of rules I have often used to make campaigns just a tad nastier and grittier.
1.) Get a copy of Torn Asunder
This little tome is my bible in terms of critical hits. In fact, this is one of the best little sourcebooks I have read. Inside are some brilliant rules to making critical hits even nastier. This also has proper rules on called shots and a few nasty prestige classes (although best left for NPC characters). Some of these hits are borderline instant kills, others can permantly maim a character.
2.) Use The Vitality and Wounds Variant
This is an absolutely wonderful, open source rule variant that can make combat all the riskier. A good critical hit can do some serious damage and possibly put a character on the brink. Yet this also blends very well with torn asunder to make combat very exciting and intricate.
3.) Make Spellcasting and Advanced Class
Pick up a copy or find the SRD of D20 Modern and make all spell casters have to pick up an advanced class before they can lob spells. You would be surprised how much this can make combat riskier when characters can only cast Magic Missile at level 4. Apply this across the board with NPCs and it can really help balance out caster. Also, by making them have to pick up another class it also encourages diversification.
Anyway, I hope this little article helps. Feel free to post your own suggestions.