One thing I always do is get Travel Guard insurance- this way if you do get robbed and a police report gets written up, you will get reimbursed. Also, god forbid- you get real sick, you can get evacuated to Miami. The other thing I do is tip my maid very well every time (I stay at White Sands) - she would not dare help a thief out....40 trips and counting...so far, so good. Ditto to all the bling being left at home.