Position, position and position!
Assess your position and remember the goal is checkmate not who has the most pieces left or who has the strongest pieces left or who had the better position. Imagine the burglar coming into your house with 2 guns a rifle and a knife. If you know how to disable him and do so and call the cops then you got the result you wanted in the end.
If you are down the exchange, is it generally a good idea to trade your last rook for one of your opponents?