One of the best tips that can be offered is to just be aware of your surroundings! A criminal relys on the element of surprise. Look around while your in the parking lot and even in the store.
Ladies, don't leave your purse in the buggy and walk away from it for "just a minute". Just a minute is all it takes for your purse to walk away with someone else. Carrying that purse under your arm without the strap over your shoulder leaves you nothing to hold on to if someone grabs it.
When your out shopping, lock your valuables in the trunk. When you exit a store, lock'em in the trunk. Don't wait until you get to your next stop. If you don't have a trunk, put your valuables under the seat or on the floorboard. Leaving out your purse, package or cellphone in plain sight is like asking a theif to steal it. Lock all of your car doors when you leave the car, even at home.