This is good advice to anyone, not only women.
Most importantly, don’t make yourself an easy target. Make things harder – keep your things on you, walk with purpose and aware of your surroundings. Know where you are going. Leave documents, cash and valuables in the hotel (preference in the safe if available).
If drinking make sure you keep an eye on your drink all the time. If you have to leave for a break, get a new drink when back – do not use the same glass.
We can keep going on, micro-management style. But the most important tip is the one in the first paragraph: be aware of your surroundings.