What is it about Spain? We had a half dozen pick pocketing attempts on our group in Barcelona last summer at swimming's World Championships (none successful), though we met a person that lost $400 when his shoulder bag was grabbed on a train.
I'll most certainly go back, but it just looks like one of those countries that you need to be ever-vigilant. It's the only place I've been that I was always on guard for something to happen.
schreibsman- Glad you're OK, and hope the rest of your trip goes much better.