In countries that don’t accept U.S. currency, I recommend exchanging money at a local bank if possible, followed by a local exchange shop with good exchange rates. I have found the hotel and airport exchange shops to have the highest exchange rates, but the airport shops are safe and handy in a hurry. Shop around for the best rates, but don’t let the search take time away from your vacation!
Use pickpocket-proof clothing and bags. And don’t overlook the small safe now common in most hotel rooms. Finally, while it may be cheaper to use the subway, a cab may be safer.