Carry a small amount of cash and a copy of your id with you at all times. There is no need to bring large amounts of cash with you. Use your debit or credit card instead.
Lock your valuables either in the safe in your hotel room or in the main hotel safe.
Keep your wallet in your front pocket. For the ladies, tuck a small purse under your arm so that there is no way someone's hand could get in there without you noticing it.
Be aware of your surroundings. Look around when walking, and avoid keeping your head low or zoning out.
Know where you're going. Look at the map before you leave the hotel so that you know where you're going and how to get there.
Travel with a friend, business partner or a significant other if possible. It is always better to travel in pairs than to go alone.