If you're travelling by taxi from the airport to the city, make sure any bags you have are hidden. We were stopped in traffic when suddenly the passenger window came crashing in and a guy grabbed my flight bag and hauled it out the window. I still had a hold on it and hauled it back into the taxi. He hauled it back out and a tug-of-war ensued. It was probably the fact that everything (passport, money, credit card, car and house keys etc) I had was in that bag that gave me the strength to wrench it away from the guy.
I was lucky: we heard of similar stories from other tourists who weren't.