Machine Learning (ML) is being used in multiple disciplines due to its powerful capability to infer relationships within data. In particular, Software Engineering (SE) is one of those disciplines in which ML has been used for multiple tasks, like software categorization, bugs prediction, and testing. In addition to the multiple ML applications, some studies have been conducted to detect and understand possible pitfalls and issues when using ML. However, to the best of our knowledge, only a few studies have focused on presenting ML best practices or guidelines for the application of ML in different domains. In addition, the practices and literature presented in previous literature (i) are domain-specific (e.g., concrete practices in biomechanics), (ii) describe few practices, or (iii) the practices lack rigorous validation and are presented in gray literature. In this paper, we present a study listing 127 ML best practices systematically mining 242 posts of 14 different Stack Exchange (STE) websites and validated by four independent ML experts. The list of practices is presented in a set of categories related to different stages of the implementation process of an ML-enabled system; for each practice, we include explanations and examples. In all the practices, the provided examples focus on SE tasks. We expect this list of practices could help practitioners to understand better the practices and use ML in a more informed way, in particular newcomers to this new area that sits at the intersection of software engineering and machine learning.