One really useful thing that I've learned on my travels - whenever you're about to visit a city that you're not familiar with study the map carefully and memorize the basic layout, important landmarks and directions you need to take. That way you'll be able to get moving without consulting the map too often.

This is particularly important if arriving by plane or public transport. In many places, especially in the developing countries, any new foreigner in town will be immediately swamped by wannabe guides, beggars, touts, maybe even less desirable elements. Being able to move confidently in the right direction and ignoring all the hassle in the process will instantly set you apart from the clueless tourist crowd. It gives you the air of somebody who's been there before and knows all the tricks, so it makes you much less of a target.