While the measures you should take to stay safe abroad will obviously vary to some extent by country, here are a few that I’ve found useful:

• Be aware of your surroundings – avoid getting so caught up in the scenery or in your loud English conversation that what’s going on around you fades into the background. This is important not only because it means you will notice if some funny business is going down, but because people interested in funny business will see that you notice.
• Be confident – and more importantly, look confident. Being confident also includes trusting your instincts. If a place seems sketchy – leave. Don’t apologize for it.
• Be prepared – in the general sense, prepare by learning about the place you are going and finding out about conditions such as crime; don’t assume things are the same everywhere. In a more specific sense, have a idea of where you are going (i.e. your route) so you don’t have to figure it all out with a map on the street.
• As much as possible, avoid carrying and/or flash around valuables – aside from showing a potential thief that you have those things to begin with, you show them that you might have more too. Keep more important things like your passport in a money belt instead of in your wallet.
• Take a lesson from locals – When I am new to a place, I like to stay in areas where there are plenty of people; I also like to notice how people act, meaning if no one is listening to an iPod, or carrying around a laptop bag…I go ahead and try to avoid those things as much as possible.