The excellent travel podcast Join Us in France just posted an episode on protecting yourself from pickpockets. Spurred by RS's recent incident, they discuss a range of defenses you can deploy. Most tips have been discussed here, especially being aware of one's surroundings.
One tip I haven't seen discussed much is protecting your phone/tablet. At home I normally do not use my device's 6-digit passcode, but in Europe I activate it. The find-your-phone app is probably usefull as well. Any other tips for protecting your device on vacation?