Perform, perform, perform
Make sure you are doing the job you were hired to do. There is nothing worse than someone claiming that they were a pristine employee and then three months into the case you discover that there were several disciplinary write-ups or co-workers that complained about you. Don't get me wrong, if you have a disciplinary record all is not lost. But try to improve upon any negative feedback. If you feel the negative comments about your work performance are not accurate, write a statement to refute the write-up/review and ask that it be put in your personnel file! Most importantly, try to save examples of your work (if you are legally and/or contractually able to) or communications with positive feedback (e-mails with praise, etc.). If you are being scrutinized, don't goof off and sit on your phone or surf the internet all day. Now is your time to shine! Fight to keep that job.
Keep a diary or an appointment book. These can be very helpful for several reasons. It can possibly be used as evidence of how you were feeling at the time, or it can at least refresh your recollection of things that were done to you or happened to you on a certain date, etc. Many wrongful termination cases involve inappropriate statements made by a superior to an employee. WRITE THESE STATEMENTS DOWN. Also note who the speaker was, where you were, when and any other context that you believe is relevant. Keep a time line of all relevant events.
List of witnesses
Many people do not think ahead of time that they will need witnesses to a certain event or string of events. If you feel that you have been the victim of a wrongful act, make a list of those people who were witnesses and make sure you write down their contact information while you still can and it's fresh in your mind.
No Shame in Seeking out a Mental Health Professional
If you have even contemplated seeing a mental health professional for work related issues, make that appointment. People tend to wait as long as they can to seek out professional help. Not only is it a mistake to delay seeking help for your own mental well-being, but it may be making things worse for the future! Always, always, always take care of your well-being first. (Don't forget to keep all receipts and/or invoices.)
Talk to a Lawyer
The fact of the matter is, not ALL terminations rise to the level of being "wrongful." I have included a very helpful link to the Equal Employment Opportunity Commission's website which may give you some guidance on whether you fit into any of the outlined categories. If you are unsure, talk to an attorney. Not everyone is eligible to file a case. Remember, there are elements you need to prove for a case to be successful. Also, talking to an attorney you may realize that there are different strategies or approaches you can take. You may not have to file a lawsuit. Perhaps your situation lends itself to negotiations or writing a "demand letter."
Keep your Chin up!
Even if your case is not ripe for a lawsuit, do not give up. Sometimes employment situations are just not the right fit. Though one of the toughest things as an attorney is to tell a person that they do not have a strong case, sometimes it's what must be done. I, personally, always seek multiple opinions, but if they are all in agreement, accept it and try to move on. Focus your energy on keeping positive and finding replacement work.