I'm not an SNG pro but everything I learned from SNGs are from the master himself, Collin Moshman. I've just learned about everything he teaches and now using it in practice.
What you do depends on what stakes you play, but heres the basic outline:
To increase your 1st finishes is before it gets 3 handed..but on the bubble..when your on the bubble everyone doesnt want to bust out since they put so much time in, so basically what you want to do depends on who is on the big blind and how big their stack sizes is..if he is a short stack with just a little under 10 blinds you dont want to be overly aggressive as they will push, so be sure to have an above avg. hand when that happens..
when your on the dealer button and the SB and BB have stack sizes of less than 10, you can raise them all-in with Pocket pairs 55+ ,suited aces, suited K7+,Q8+,J7+, and any ace A7+...
Usually when your a big stack/chip leader you shouldnt think how you could keep the big stack but how you now have chips and how you can use it making +EV plays..as long as you get your money in a good spot dont feel regretful if you lose it..
If your multi-tabling I recommend you use HEM..if a late position raiser has a high steal % you can usually do an all-in re-steal with suited aces, PP, and suited broadways..
And when it gets 3 handed with effective stack sizes of around 10 you can shove and decent hand as a big stack and it will still be +EV..other than that 3 handed is when people dont mind when the bust since they are ITM so just whoever gets the better hand gets the chips.
But the key factor in 1st place finishes is being aggressive 4 handed so when you get HU you have a big chip advantage and just shove almost any 2. SNG is a game of either RAISE/SHOVE/FOLD ..calling is not a part of this game