On the last day of your tenancy you should record the gas, electricity and water readings (where possible) and provide these to the utility supplier in order to receive your final bill. Landlords will often require proof of all final bills being paid in order for them to return your deposit, so it is important that all bills are settled.
Before you move out you should also:
Organise a final inventory check with the landlord and make sure you can be there to agree any changes to the condition of the property. If the landlord does not do a final inspection/inventory check, do one yourself with a witness present and keep photographs as evidence.
Once you return the keys, ask your landlord/agent to sign to say that they have been received.