I had a problem, but it was due in part to my being overserved on New Year's Eve and being an easy target.
Follow normal big city precautions, and then maybe be 5% more careful than that.
It's a generally safe country, but there are crimes to be sure. I've seen motorcycle bandits appear out of nowhere on the city's most elegant streets, robbing a woman right in front of the Four Seasons, so nothing can be completely avoided.
Just have fun, don't carry all your cash with you everywhere you go, and you should be fine.