We don't go longer than a couple of weeks without at least briefly warning them of the dangers.
It's not perfect, but we accept that we can't shield them from everything. They need to learn to protect themselves. We help and counsel and warn and nag, but they need to learn how to govern themselves too.
Funny story:
A handful of years ago, my second son's ex-girlfriend's mom told us when she accidentally saw a nude photo of my son. He had sent the the girl a picture while she was grounded from her phone. Mom opened it to see what it was. Boom!