If you're making a singles yarn, that is, a yarn that is not plied, there are a few things that can help you get a beautiful, soft but somewhat strong finished yarn that will be a little more resistant to pilling. (Disclaimer: singles yarn is much more prone to pilling, that's just how it is:)
Lower your twist
If you start off making singles the same way you would as if you were going to ply them with another singles, you will probably find you have a bit too much twist in the finished yarn. Just tone it down a little. Aim for a slightly underspun singles.
Predraft, predraft, predraft
Start out with a fiber supply that you have predrafted, and predrafted well. Combed top is a perfect choice for your first singles yarn, although a smooth spinning batt would work well also.
Take a rest
Try to let your singles rest on the bobbin for a day or two. This will let some of the twist get stale, so you won't have a kinked up mess while trying to prepare it for it's bath. Tie your skein in at least 4 places. Not tightly, but you don't want it roaming around in the water too much.
You want to slighty full (felt) your singles yarn. I like to give it enough of a workout so that it just barelystarts sticking together. My method is below:
TO FULL (SLIGHTLY) YOUR YARN
1. Fill two sinks with water. One with hot soapy water, and the other with cold clear water.
2. Plunk the yarn down in the hot water, swish it around a few times (wear gloves), pull it up out of the water and back down in a few times.
3. Transfer it to the cold water side and swish it a few times. Squeeze all the water out.
4. Repeat the hot/swish and cold/swish a few times until the strands just begin to stick to one another. (To check, try to pull a strand loose. If another strand or two comes with it, you're probably there.)
5. End with a good thwack or snap and hang to dry unweighted. (I usually go for the snap instead of the thwack, but that's just me. There's a great description of how I snap my yarn in this article from Jillian Moreno on the Knitty blog.)