If you are attempting to cut a section of drywall out to be removed, you must always be aware of what may be in the wall, whether it be plumbing or electrical. If the hole does not need to be too big, I like to use a keyhole saw or a jab saw. This will obviously not be as fast, but you will be able to “feel” anything you may encounter inside the wall cavity. If you have a larger cut to be made, or you are just impatient, try and notice where things may be in the wall. If you are around a kitchen sink or a bathroom sink, there may be a drain and vent pipe running up and down one of the stud bays very close to where the drain comes out of the wall. There will also be a drain “arm” running horizontal at the level of the drain. Usually you can look into the drain and see which way the “dirty arm” is going and plan accordingly. Water lines USUALLY, BUT NOT ALWAYS go straight down from where they are. If it is in a basement, they most likely will go straight up.
No matter where you are cutting, if you are using a sawzall, it is always a good practice to keep the blade as shallow as possible. This will also ensure that if you are using a blade long enough, you don’t pop through the other side of the wall!!