Take the historic "Yes, and" for example. I have seen many a scene ruined by players just accepting everything (ex: "Give me all the money in the register!" "No, I can't!" "Oh, okay then."). "Yes, and" and it's twin "No, but" are more of a standard than a mantra. They mean that an improviser must accept the idea presented ("No, I can't give you the money!") and add to it ("In that case, I guess I'll have to take it!"), not literally say yes. You ever seen Yes Man? Yeah, not good.
But the rule I'm really here to dispute is the one that has been drilled into any young improviser's head by now: "Stick to logic!" We aren't Vulcans (which is a bummer) for Pete's sake! You may have played this game by now, but if not you can click the link and read about it there in detail. The gist of it is, the players have to make a story, trying to be as logical as possible. But I HATE that game! I hate, hate, hate it! Spit in the face of logic as an improviser! Go against the voice of reason! You know what happens when you follow logic? Vulcan gets blown up and Khan destroys San Francisco.
The greatest tip I can give is to go to the third spot in your brain. You get a more interesting scene that way. Your suggestion is sandals? Okay, so sandals remind me of shoes. Shoes remind me of preppy blondes. And preppy blondes remind me of young Hollywood, and young Hollywood reminds me of the Paparazzi. Boom - there's where I go. I'm a paparazzo on a mission to get the dirt on Hollywood newcomer Scarlet Williams, and I am undercover at a local shoe outlet. Now, doesn't that sound more interesting than say, me just being a lazy employee in a shoe store and performing some scene that's probably about a difficult customer? Boring! Been there, done that!
When doing a scene, move the plot along by going against the first thing you think of. Here's some more examples: "I love you!" ("I love you, too!" > "I don't love you." > "But what about your wife?"); "There's a cat in a tree!" ("I'll call the fire department!" > "I can get it down." > "What if we chop down the tree?"); You character needs to move a box. (Move the box > Drop the box > Steal the box). See, going to the third, or even farther, place in your mind creates scenes that the audience won't expect. Scenes about wrestling that end in tea parties are exciting for a crowd! You want your audience to be wowed and shocked and to walk away thinking "I thought they were going to..." at the end.
As an improviser, you shouldn't be afraid of going so left field you leave the park. Baseball kinda sucks anyway.