This is directed specifically at women, but it really applies to everyone.
http://thewellpreparedmama.com/situational-awareness-for-women/#.WG26k1MrIdUI'm going to list the main points, because they make sense and you might not read them if you're a male...
1) Observe and be aware of your current situation
2) Put your phone away3) Keep your hands free
4) Be sure no one approaches you from behind or another strange angle
5) Keep an eye on your purse/backpack or leave it home
6) Be extra vigilant after dark
7) Don’t be afraid to use your voice
Trust your gut
9) Be alert even at home
The bottom of the article contains links to more useful articles on this subject...