When possible, blame the voiceless. Pets, children under the age of two, and in-laws with dementia are all good choices, because they can't defend themselves.
If you know there are going to be questions, preemptively offer the answers. Before your husband asks you where you got all the new stuff, call him up and gush about how your mom took you shopping.
Stay as close to the truth as possible. You hung out with your ex-girlfriend last night and your new girlfriend is asking questions? Flat-out denial will get you caught, fast. So instead of making plans to hang out with her, maybe you ran into her when you were out? And talked for a few minutes? Yeah, that sounds good.
When plausible, straight denial with a dash of ignorance is always a good choice. You don't know what happened to the car bumper. It must have happened when the car was parked on the street. Absolutely not. You didn't hit anything.
Focus-shifting. Before she can ask who ate all the cookies, ask her who ate all the cookies. You were really looking forward to having one when you got home from work, and now they're gone. Does she know what happened. It must have been the kids (see blaming the voiceless).
When accused, make sure to act indignant and a little self-righteous. Counter-accuse, if necessary. Is he sure HE didn't hit something with the car? Why doesn't HE know what happened to the bumper? Well guess what, you don't believe him. You're pretty sure he's lying to you.
This is the MOST IMPORTANT point: Once you've settled on a story, STICK WITH IT. Under no circumstances do you break or come clean. Tell it to yourself enough times that you restructure your memory. Envision the retold incident as you've reported that it happened. You must convince yourself that this is the truth, and the truth it shall become.
Go forth sinners, and enjoy.