"You live.
You learn.
"   - Alanis Morissette There are some simple precautions you can take which can increase your security significantly while not being to much of a burden for yourself or keep you from enjoying your trip.
Here are some examples on simple things you can do:

• Add an ICE-number on your cell phone.
  If something happens to you someone might know that ICE means "In Case of Emergency" and will check for "ICE" in your phone directory.
  If you add the phone number to your spouse or parents they will be able to call them if you for some unlucky reason are not in shape to place the call yourself.
  
• Avoid large crowds such as demonstrations which can get out of hand and turn into clashes with the police.
  
• Large shopping malls can be an oasis of tranquility and order when you are in a chaotic city.
  Just riding the escalator a few times can give you some flashbacks of civilization if you are really suffering from home-sickness.
  
• In order to protect your documents from rain it is useful to put them in some protective plastic.
  
• If you need to read your map or guidebook go into a shop, restaurant or phone booth for some privacy.
  

 The Elbrus Experience  Back in 2002 I was in Elbrus region in Russia close to the Chechnyan border.
Late at night I went out to take some long exposure pictures of lightning striking.
I thought it was a bit strange that it was not raining though.
I was soon enlightened that the flashes were grenade fire in Chechnya! Oops.
  Happy travels!