I generally try and look confident when I'm out (so no standing on a street intersection and getting a map out ).

Also just be very aware of your surroundings without being paranoid and try anticipate any situations. My wife says it is a bloke thing but most of us chaps can normally sense when in a bar if some trouble is about to kick-off. We were with friends in bar in Barcelona last year and me and my pal thought we should leave. Our wives thought the bar was OK but within seconds of leaving, the windows went through and a massive punch-up started.

It also helps to know some of the street scams that are tried on unsuspecting visitors. I believe the most common is where two work together and one quickly squirts mayonaise or tomato sauce on your back and the other then taps you on the shoulder, points it out and offers to help you clean it. In the confusion and general rubbing down of the clothes etc the other then lifts your wallet from your pocket.