The one thing that more people warned us about then anything else was having stuff stolen. I thought I would write about the steps we took before anything does get stolen so I won't sound bitter.
My camera bag is actually an old Swiss army bag that I bought at an army surplus store so that it looks more like a man bag instead of a camera bag. It has a leather bottom so no one can slash the bottom in a crowd. I replaced the strap with a canvas one with a small chain in the middle so no one can cut the strap and run. I sewed in velcro so that none of the flaps can't be opened without a lot of noise and it seals itself back up without me thinking about it.
So I carry the phone and camera in this bag. I have forced the habit of taking the bag everywhere with me with the strap over my head and shoulder. L. has a light backpack that can be used for a day pack but carries noting important so its no big loss if lost. Of course we are both using money belts and it has taken some getting used to to not have anything in my pockets. We both bought european looking leather shoes and no t-shirts since apparently sneakers and t-shirts are the easiest way to spot a tourist. So far it has worked pretty well as we get asked for directions by others a lot. I guess like most areas of security it is not about being perfect instead avoiding being the easy target.