Dress like the locals
Arrive during the dayIf at all possible, get a flight or bus that allows you to arrive at any new destination with enough daylight hours left in the day for you to find your hotel and get oriented.
Look like you know where you're going (even if you don't)Don't stand on the street looking at your map or guidebook. Ask for directions at your hotel or in a store or restaurant. Write down the directions, or draw a small map on a piece of paper that you can consult without other people noticing.
If men call out to you on the street, the best thing you can do is to just keep walking, don't respond and avoid making eye contact. Any response from you, even a negative one, will be seen as an invitation to continue the interaction.
Put your safety before your budgetChoose a hotel in an area that feels safe to you, even if it costs more. Your security and comfort are worth it, and you will enjoy your trip a great deal more.
Curb your alcohol intakeIf you're traveling on your own, you need to keep your wits about you. Drink only in the company of people you trust. Remember that at higher altitudes you may feel the effects of alcohol more rapidly.
Beware of "gabacheros"This is a term used for a Mexican man who makes a career out of pursuing foreign women. He may want sex or the things a foreign woman can afford: dinner in nice restaurants, a trip to the beach or even to her country. If you enjoy the company and don't mind footing the bill, go ahead, just don't be fooled about his intentions.
Learn a few phrases
If you don't speak Spanish, at least learn a few phrases that you can use if you are being harassed. The phrase "Estoy esperando a mi esposo," (I'm waiting for my husband) works surprisingly well to get rid of unwanted suitors.
Also, know how to ask for help: "Ayudeme, por favor." Say this directly to someone nearby if you're being harassed and need help. Many Mexicans will avoid getting involved in a situation unless they are asked directly.
Practice general precautions against theftDon't wear expensive jewelry and keep any valuables in your hotel's safe or carry them on your body, under your clothes. Keep your money in a few different places. Wear comfortable shoes so you can run if necessary.
Read more about Mexico travel safety.