I've been to Barcelona several times, as well as Rome, and have never been the victim of pickpocketing. And, yes, the area around the Rome Termini Station, as well as Las Ramblas and Sagrada Familia in Barcelona are known pickpocket-rich areas. Similarly, the area around Notre Dame in Paris is well known.

They have signs up warning people about pickpockets. Great. Everyone seeing the sign just pats their wallet, thus signaling to the criminals exactly where to look.

I play it smart. My wallet and passport are under my clothes. Most people carry a security wallet (neck or waist) but I just use my bra. No pickpocket in the world can get into my bra without me knowing about it.

Stuff in my purse is stuff I can lose: sunglasses, lip balm, travel guide, metro map, small bills and change.

There's a really good book that addresses the subject of pickpockets, particularly those in Barcelona and Rome: Travel Advisory! How to Avoid Thefts, Cons, and Street Scams While Traveling. The authors are Bambi Vincent and Bob Arno. I recommend that book to everyone traveling with a passport.