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As with any locale you are unfamiliar with, it pays to be alert while traveling within large crowds, especially during the high season. Pickpockets can quickly pick you clean of your money or passport, quickly turning a dream vacation into a nightmare. Make use of your hotel's safe to protect items such as any jewelry you might have brought with you (which, in reality, is best left at home), extra monies, credit cards, and passports. Keep a hand on bags at all times, and do not leave your items unattended at the beach. Hiding a wallet or other personal property in the back of a shoe is not a good theft-deterrent device.
In addition, when traveling abroad, it is often easiest to travel with traveller cheques, which are easier to replace than cash or credit cards if stolen. Keep a copy of the front page from your passport, any tickets, traveller cheque serial numbers, and any other important information in a location separate from the originals. These will come in handy if you are a victim of theft.