When traveling in a foreign country always make two copies of your passport, leave one at home, keep one on you and keep your passport in the most secure place that you can think of. When asked by a police officer in developing countries, try to get by with the copy. Once you hand your passport to anyone, you are their captive until they give it back. It is your easy way out of their country and police and others know that if they can get a hold of your passport they have a hold on you.
When in high theft areas, it is a great idea to keep a “throw-away wallet”. Keep you real wallet with credit cards, money, etc in a safer place like a fanny pack or leg strap. The throw-away wallet is meant for a pick pocket or thief. If someone pulls a weapon on you, chances are they are going to take a wallet and run; they are not going to stick around and take inventory.
When you check into a hotel, pick up a card from the hotel. That way at the end of the night, you have the hotel name, number and address. When you are in a strange city, after a night of fun, many times you can jump into a cab and quickly realize you don’t know where your hotel is. It is also really nice to have their telephone number on you so if you need something like directions, a concierge, or just HELP, you have a contact. The same is true for a taxi, if you like a taxi driver ask him/her for a card before you jump out of the taxi. That way you know you will get someone you feel comfortable with taking you home.
I think it is always smart safety to never be alone. Try to always have another person with you, even when you go to the bathroom. Thieves look for the venerable and two people are never as venerable as one. When you have to go on your own, always let someone know where you are going and when you will be back. I remember one time my wife and I went on a picnic in Belize and no one knew where we were going. We climbed down a rock face and realized that we may not be able to get back up. After an hour of work we finally climbed back up but it was my lesson once I realize that we could have been stuck there a very long time because we did not tell anybody where we were going. When traveling with a group always set up a meeting place and time in case you or the group gets split up.