1) Be careful where you buy coral. If the tanks are filled with aiptasia, go elsewhere. (I wish I had listened to this advice a lot sooner too!).
2)
Get some joes juice and hit each head as it comes up. Some people have had luck with aiptasia-X and even vinegar in a syringe (except watch your PH!). Joes juice worked perfectly for me, got rid of the unwelcome guests I picked up locally.
3) Have a beer!
Unfortunately when you live rock/corals etc, you get all that come with them. Dipping corals before you add them to the tank can definitely help with a lot (but not all) of the nasties. Most people don't take the extra time to quarantine new additions, or dip, and they end up with a whole boatload of troubles sometimes. On the plus side, aiptasia is sort of one of the easiest pests/problems to get rid of.