This is probably a real urban myth, but when I boxed (amateur), I would never ever blow my nose (ie when I had a cold or anything). I was convinced that blowing my nose would weaken the blood vessels at the back of my nose and make me more susceptible to nosebleeds when I was fighting.

I have never had a nosebleed in my life, and I have been punched very hard very many times on the nose.

Not sure of any scientific basis to this, but it seemed to work for me