As others have said, essentially just be "street smart" and you'll be fine.

(1) no visible jewelry at all, except a plastic watch or such.
(2) nothing in back pockets, and nothing bulky in front pockets.
(3) the cash/credit card you'll need for the outing, and not much more.
(4) look like you know where you're going.

You should be fine on the main street(s) in Copacabana and Ipanema at night, and I can't imagine being cooped up in a hotel room eating room service when I should be out having a lovely dinner where piles of dead livestock keep coming to the table until you just can't take another bite ... but you do anyways.