Just do not look like a tourist, the thieves go after the clueless. Also, it is very common in Ipanema for the guys and girls to walk around the streets in their bathing suits (speedos for the guys, strings for the girls). Whether your sexual orientation is refrain from acting like a "horn dog." A skimpy bathing suit does not mean "I'm ready for sex with you."

Just be friendly, remain guarded and aware (FT has a very lengthy thread about safety in Rio), and smile. The beach towel thing comes from the fact I believe that most people will rent chairs from one of the many stands/tents. The "salespeople" tend to come at you aggressively when you first enter the beach so don't get to miffed. They will have drinks available, alcohol and non alcoholic, for sale.

Just thinking about it makes me long for Ipanema.