In another thread in this section, a poster commented on carrying while running. He said even his I-pod bothers him while he runs.
So here's my little thing: I never wear an I-Pod or talk on a cell phone when I'm walking. Situational awareness goes 'way down.
That was me.
I rarely wear headphones outdoors for a variety of reasons, but on the occasions when I do, I keep the volume in the 'barely audible' range - basically just loud enough to hear the music, but still quiet enough to hear traffic, footsteps, and other environmental sounds.
And speaking of iPods, here's a tip: throw the OEM headphones away and replace them with something - anything - else. BG's know exactly what Apple headphones look like, and they know it means you have something worth stealing in your pocket.
This can be more generally extended to: don't look like you have something worth stealing in your pocket. I don't wear jewlery (aside from a fairly plain watch), I don't flash wads of cash (usually I don't even carry cash), my laptop computer rides in a backpack that looks nothing at all like a laptop case (when I take it anywhere, which isn't often), etc, etc. I dress well, but I don't wear or carry anything that screams 'steal me' to the general public.
R