I will not gloat over my enemies' predicament before killing them.
How many wanna-be overlords have violated this rule? I don't know if I can count that high.
Syndrome monologing to Mr. Incredible is a very recent one. Although the intention was to kill Mr. Incredible here, getting caught up in gloating about his rise to power (having no super-powers of his own), gives Mr. Incredible an opportunity. One that (mostly) fails, as it turns out, but then Syndrome gets caught up in the moment, and throws Mr. Incredible some distance away; this gives him just enough opportunity to escape and avoid detection, causing Syndrome to believe he is dead.
No doubt there are countless others who had the opportunity to kill James Bond, Austin Powers, or any other number of heroes, and all failed to do so because they proceeded to gloat.
Gloat after. You still have Legions of Terror, advisers, trusted lieutenants, lieutenants, and countless others to gloat to. And they won't be trying to find a way to kill you while you do it, either.
What about indirect gloating?
Something like a Keyser Söze style 'myth'. It would allow you to remain hidden, but still hear people talk about how great you are.