New Orleans...
...where the women are women, and some of the men are too!
Seriously, New Orleans ain't bad unless you are in the wrong places at the wrong times. It's mostly tourists down there nowadays. As with any big citiy, know where you are going and stay out of "da 'hoods". I would also stay out of the Quarters at night. During the day it's fine.
Make sure your wallet fits well in your back pocket, and avoid the check book style wallets that stick out of the pocket. Either that, or put it in one of your front pockets. I've never had anyone try to pickpocket me, but the streets are really crowded, and better safe than broke.
Some folks mentioned open carry. Although open carry of a pistol may be legal for 18 and up, folks will not allow you in their establishments with a pistol on, and you will have to leave if asked. On top of that, the streets are so crowded that you wouldn't want to be open carrying unless you had a level 2 or 3 retention holster anyway. Furthermore, there are cops all over in the city, so there shouldn't be any worries.
Relax and have a great time.
Cafe du Monde for beignets and coffee (most folks get cafe aux lait, but I like mine black with chicory). Go early, it gets crowded after the late risers get up. Mother's used to have great po-boys, but I haven't been there in forever.
BTW if you're on the Boardwalk, and a fella comes up to you and says he'll bet you $10 he knows when you got your shoes and where you got your shoes, tell him "I got them right here on my feet, right now", and keep your $10 in your pocket.
Jason