1. If you are a woman and have a handbag with a zipper, make sure the opening end is towards the front (where you can keep an eye on it). This prevents someone walking behind you from opening your handbag and taking your wallet/anything valuable.
2. When you’re in a bar/restaurant don’t stick your phone (or wallet) on the table. Don’t leave it in your jacket pocket on the back of your chair either, but seriously not the table top. You think you’ll be able to see someone taking it, but you’re not there to watch your phone – any distraction and it’ll be gone.
Normally what happens is that someone will momentarily cover it with e.g. a map as they ask for directions, card asking for money, whatever and as they remove that you’re phone will vanish. This happens all the time and is very effective.
3. I use windows/reflections to check who is behind me. Looking at a shop window while I walk is innocuous enough, but it allows me to check if someone is still behind me without me turning around.