This ended up as quite the spiel.
Learn to be aware of your surroundings is #1. Always be looking everywhere. Look for people, look for things, look for traffic. In SE Asia generally, you never know what will hit you from where. Anything that could conceivably move might be coming at you from any direction, including above from construction, or a car on a sidewalk. Manholes might not have covers. Scan every direction constantly. Pickpockets are common, but as a foreigner you are a high risk, high value target. This will make you a prize, but also draw attention to the criminal. SE Asia is high in petty theft but lower on violent crimes (compared to US and probably many cultures), this improves your odds because pickpockets want to avoid notice, which is hard if you are getting stared at by ten people constantly.
Look out for touristy places and crowded commutes, and also dark alleyways. Your best bet is a "normal" part of the city with normal people going about their lives. If that's not that case, go from very-alert to hyper-alert. Touristy places are places where locals have agreed that dishonesty is acceptable, and they are less likely to report one of their own trying to get little extra money. People are generally quite honest in other places. Don't look too rich or extremely poor (look just rich enough to cause problems if messed with), and don't stick out. Blue jeans and a decent looking shirt are popular in much of the world right now and are a good choice, as are ordinary fast-drying travel pants. Carrying as little luggage as possible is a very, very good idea. Being fast and not weighed down increases your ability to notice and respond to your surroundings, and makes you more difficult to trap. Luggage is an anchor, it forces you to stay near. I recommend less than 30 pounds in one small suitcase/backpack plus one day/carry-on bag with less than ten pounds.
My E-410 / E-620 had generic black lens caps, and was a little beat-up and dirty looking anyhow as part of it's typical condition (might want to roll it in mud before you go
). I often favored the pancake lens. Keep everything of value with you at all times, even in your sleep. Keep your hands in your pockets if there is anything there (or at least in contact with them), and camera strap always around your body. Always have a lock on your main luggage compartment plus any compartments that have valuables. Never assume anything is safe, anywhere, including yourself. This includes fancy hotels. Always take that extra thought, "what is most likely to go wrong, how is it most likely to happen, and what do I do right now to make it less likely to happen or to lower the impact?" Spread your valuables out as much as possible, always have a backup in case one or even several things are stolen. Money can create lost passport and passport can gain access to money, a debit card can create either. But losing all of those will make things rough.
Throw up even simple barriers as much a possible. A zipper on a pocket isn't much of a barrier, but more than no zipper if your hand is in contact with it or it is a quiet, calm location. Placing an object that will fall or scoot noisily if vulnerable entrances are opened is not going too far in some circumstances. Wedge your wallet in tight so it can only be pulled out with a slight tug, or have a wallet chain, definitely have a money belt / necklace, choose your seating carefully, carry a shoulder bag rather than backpack, place un-valuable items in conspicuous locations, Etc. You can't stop somebody who is desperate, but you can make it look as if the gain isn't worth the time and risk. Three things there that are your friends: decrease benefit, increase time, and increase risk. Appearing to do these is almost as good as or sometimes better than actually doing them, do them as much as practical and then appear to go beyond that.
The usual "listen to your instincts." Don't travel alone.
I traveled for 16 months in 2009-2010 and became quite vigilant by the end. I experienced several incidents to cause and justify this vigilance, but fortunately never had anything stolen. I was quite paranoid (in terms of my previous life) by the time I got back to the US, and went through several months where I took extreme precautions in my day-to-day-life. But I was abroad for 2 years including 16 months straight, in everything from first class hotels on Thai beaches, to ultra-low-end Chinese hotels, to hostels, to peasant's houses, and with nomads and never had anything stolen, though there were some "incidents." Be friendly and open, but stick to your cardinal rules and don't become unnecessarily vulnerable.
