Don't be an easy target and make it easy for the thieves to pickpocket you. Even though you are a tourist, don't look like an obvious tourist and draw attention to yourself. Avoid wearing tourist t-shirts. Keep cameras and camcorders out of sight until you use them. Blend in with the locals as much as possible.
Don't be distracted as you are traveling. Even though you are captivated by the sights and scenery, don't forget to focus on your surroundings. Be aware of people around you at all times.
Avoid areas with big crowds whenever possible. If you have to go where big crowds are, be very alert and take off watches and expensive jewelry.
Keep bags near you at all times. Bring jackets and bags with you when you go to the bathroom. In restaurants, keep your belongings in front of you. Don't hand your bags over your seat.
Never store passports in your backpack. They should be stored on your body on the inside of your coat. Passports are worth a lot on the black market and they are a prime target for thieves.