Pick pocketing isn't bad. I didn't wear a wallet in my back pocket because that would be asking for it. They sell these money holders that go around your neck like a sling and you can carry money in the front. I kept daily cash in front pockets and the rest in the holder under my shirt.
If you go to Bangkok you will have to deal with relentless people trying to sell you stuff that won't take "no" for an answer. It's every corner and you have to just get far enough away from their trinket stand before they go back. That really made me dislike the city.
Another key thing is to know a fair taxi fare before you arrive. They will try to rip you off if you look like a tourist (ie not Asian). You may end up having to talk to 10 taxis before one offers you a fair deal.
This post was edited on 2/3 at 8:36 am