Leave your jewelry and other valuables at home. Never travel with expensive or heirloom objects that may make you a target for pickpockets.
Be aware of the people around you all the time, and follow your instincts. If something doesn't feel right, trust yourself.
Stay in well-populated, well-lit areas. Don't take shortcuts down alleys, and don't walk alone at night.
Talk to the locals about safety. Ask them which areas they avoid and which areas become dangerous after dark.
Always wear your purse across your body rather than dangling it from your shoulder. Or better yet, leave the purse at home and find another way to carry the things you really need.
Be extra careful at night. Try not to go out without a group of people, and make sure you have a plan to get home safely if you will be returning late. Also, avoid wearing extremely revealing clothes, or bring a sweater or coat to cover you up on your way back to your hotel from a club or restaurant. The more vulnerable you look, the more vulnerable you are.
Bring a lightweight scarf with you. It's a great, inconspicuous way to keep your stuff close to you. Just tie it around your purse strap, and then loop it through a belt loop on your clothing.
Avoid discussing your travel plans in detail with people you meet along the way.
Call home at predetermined intervals so that relatives and friends can be sure you are OK and can call the necessary authorities if you don't call on the appointed day.
