When going through security scanners, don't send your carry-on through the detector until you know you will be the next to walk through. Keep an eye on the bag at all times.
Don't put all your money in one place. When you shop, split your spending money up and put it in several different places. Always put some in a pocket that is inside a jacket or next to your skin. This way, if you are pick-pocketed, you will still have some money.
Leave extra credit cards and keys, as well as expensive jewelry, at home.
Photocopy the opening pages of your passport that show your name and number. It will make replacement easier if you lose your passport. Be sure to keep them in separate places.
A fanny pack identifies you as a tourist. Instead place valuables in hidden pockets that provide security without showing where your valuables are located.
Be aware of what is going on around you. If you notice someone following you, step into a store or hotel.
When checking into a hotel request a room that is not on the first floor (if possible) as they are not the most secure. Rooms that have sliding doors leading into a pool area are nice, but they also increase your risk of being broken into.
How do I get back to the hotel? Better safe than sorry! When traveling to an unfamiliar place, especially to another country, keep a business card or a piece of paper with your hotel's address and phone number on it. If you do get lost or separated from your group, you can show a cab driver the address and be taken back to your hotel safe and sound.