Apart from not walking anywhere dangerous, you can get personal alarms, my mum got me one (country mum, city daughter :) ).
If in trouble, shout fire as it tends to get more attention.
Always walk confidently as if you know exactly where you are going and be vigilant.
So many people have no idea what is going on around them. I was at Victoria Coach station once which is riddled with pickpockets and thieves.
A guy was becoming a focus of attention and I ended up sitting by him and explaining quietly he was currently a sitting target and staying with him to warn the crooks off. He had no idea and just had his stuff all over, bags accesible etc...