Just be always aware of your surroundings. Folks that are intent on robbing you or doing you harm will be watching you before they strike. If someone looks like they are watching you a little 'too much' then your spidey sense should be tingling. There is no shame in running from trouble...
Of course things in a foreign place can be harder to predict...
Carry a dummy wallet that has a few small bills in it and maybe some of those fake credit cards in it. If someone asks you for your wallet then throw it in one direction and run the other way if possible.
Don't be flashy. For me to blend in in the Bahama's (and most of the Carribean) it would be difficult, but try not to stand out from the usual tourists on holiday.
I try and blend in myself, but with a severe fetish for Digital SLR's, and camera gear I can sometimes draw my fair share of attention :o
Finally use the above at your own risk, they have worked for me in some 'sticky' situations, but you are not me so use your own judgement!
When we went to Cartagena, Columbia, I was worried about the ports safety, but with all the "Tourism Police" that surrounded the areas we visited I felt more like a visiting general than a criminals target :-)