You've got a great combination of answers. Unfortunately, there are so many types of necklace findings that go by the name "Crimp" it's hard to be on target with an answer. I will assume you're talking about the small round cylinder type.
One thing most beading wire manufacturers will not tell you is that beading wire is destined to break sooner or later, no matter how carefully you assemble your necklace. Crimps and even stones wear against the beading wire and eventually cause it to snap. That should happen later rather than sooner.
-Use the best quality wire you can afford.
-If you have heavy beads and big enough holes, consider using two strands of wire and a fatter crimp bead.
-If you are talking about the tube style crimp beads, as aidenofthetower said, you should use crimp pliers that make closing a 2-step procedure. Crimp beads won't cut into the beading wire as much.
-If you don't want to invest in crimp pliers and must use pliers, be careful to fasten them tightly enough but not too tightly. Many tube style crimps have little ridges inside. Pressing them too tightly speeds the process of cutting into the wire.
-Using glue is also a good option, but it should be a glue that stays flexible after it dries, like e6000 (aka GOOP) Don't use a glue that turns hard and brittle after it dries. That can speed the process of breaking.
-After adding the final bead, I loop the wire through the jump ring, through the crimp bead, then back through the final few beads. I then tighten and cut the leftover wire and close the crimp.
Pushing it back through the extra beads provides a minimal safety effect. If your crimp is not tight enough, even if it slips, the necklace won't fall apart completely
