Lifestyle changes to help yourself
Lose weight There is strong evidence linking obesity with heartburn and most of the evidence suggests that even modest amounts of weight loss can help symptoms significantly. It works best when you are not too overweight and appears to be most effective if it is achieved in part by eating smaller meals that do not distend the stomach as much. As such, it is best achieved as part of an overall lifestyle change.
Stop smoking Smoking nearly doubles the risk of heartburn as it induces more acid production. Although stopping smoking alone does not often cure reflux there are so many other proven health benefits (reduced risk of heart attack, stroke, lung cancer, etc) that the question is academic.
Eat less fat High fat meals cause more reflux and of course contribute to weight gain. This is reversible.
Eat more slowly The faster you eat a meal the more acid reflux episodes you get. This too is reversible.
Reduce alcohol The direct evidence that alcohol causes hearburn is not overwhelming but it is associated with an increased risk of oesophageal cancer. The benefits of cutting down however, are still very worthwhile as it reduces the chance of cirrhosis.
De-stress Stress of any type can worsen the amount of reflux you get and relaxation techniques have been shown to reduce these (as well as reducing blood pressure).
Get symptoms treated The evidence is not yet there to say that treatment with acid suppressing drugs reduces the risk of cancer (via Barrett's oesophagus) but it is looking possible. In any case heartburn is an unpleasant symptom that is usually very amenable to treatment.