Petty crime can be a huge problem in popular tourist destinations. The most frequent offenses are pickpocketing (particularly in Madrid and Barcelona) and theft from cars (all over the country). Never leave anything valuable in a parked car, no matter how friendly the area feels, how quickly you'll return, or how invisible the item seems once you lock it in the trunk. Thieves can spot rental cars a mile away. In airports, laptop computers and smartphones are choice prey.
Distribute your cash and any valuables (including your credit cards and passport) between a deep front pocket or an inside jacket or vest pocket. Don't wear a money belt or a waist pack, both of which peg you as a tourist. When walking the streets, particularly in large cities, carry as little cash as possible. Men should carry their wallets in their front pocket; women who need to carry purses should strap them across the front of their bodies. Leave the rest of your valuables in the safe at your hotel. On the beach, in cafés and restaurants, and in Internet centers, always keep an eye on your belongings.
Be cautious of any odd or unnecessary human contact, verbal or physical, whether it's a tap on the shoulder, someone asking you for a light, someone spilling a drink at your table, and so on. Thieves often work in teams, so while one distracts your attention, another swipes your wallet.
As different countries have different worldviews, look at travel advisories from a range of governments to get more of a sense of what's going on out there. And be sure to parse the language carefully. For example, a warning to "avoid all travel" carries more weight than one urging you to "avoid nonessential travel," and both are much stronger than a plea to "exercise caution." A U.S. government travel warning is more permanent (though not necessarily more serious) than a so-called public announcement, which carries an expiration date.
Consider registering online with the State Department (travelregistration.state.gov/ibrs), so the government will know to look for you should a crisis occur in the country you're visiting.
The U.S. Department of State's website has more than just travel warnings and advisories. The consular information sheets issued for every country have general safety tips, entry requirements (be sure to verify these with the country's embassy), and other useful details.