In your hotel room, don't answer the door if a stranger knocks. Call the front desk and check. These are common lies used to lure you out of your room, and let the thief in. Just pick up the phone and be safe. The biggest piece of advice I can offer is to establish a meeting place for family members to get back together if they are seperated.
Kids do like to roam around on their own here.
So, watch out for your kids, make sure you know where they are at every moment. It only takes a split-second for them to disappear. You've got to keep your eyes on your luggage, too. It's a common crime to have your luggage stolen while you're checking into your room at the front desk. You put down your suitcase, something distracts you, and boom, your suitcase is gone.