Personally, when travelling, I try to travel as a minimalist - only take what you need. less things = you stand out less and less chances of something getting stolen.
Also, have your equipment with you at all times - within sight. Don't leave it in the car (Imagine what happened to Nikon in Dublin
), in your hotel room, and definitely not sitting on the cafe table while you use the washroom. If you're walking with your camera hanging off a shoulder/using a sling bag, have a hand on it at all times.
I have a large carabiner hanging off one of the attachment straps of my Crumpler - when I'm sitting down/eating I'll usually wrap the strap around a table leg, and secure it with the carabiner. if anything happens, the entire table will go with it - not something missed, and not something easy to grab and run with
Won't do much if you're faced with someone wiht a knife/gun/baseball bat/swinging a 600mm, but that can be avoided if you go shooting with friends, or simply avoiding places that are isolated. Yes, sometimes you'll need to be in these places to get your shot, but if you do need to go, don't go alone.
If you don't go asking for trouble, thats most of the work done for you