Don't carry a purse. It just makes you a target for purse snatching. Not carrying a purse also gives you freedom to move easier through crowds. Dress down, and don't overload yourself with packages. Keep one hand free, and have your car keys ready as you approach your car.
ATMs are convenient for criminals, too.
After your transaction, recover your card and drive away promptly. Criminals do their Christmas shopping in mall parking lots. Keep all valuables out of sight. Conceal them so no one steals them. Use caution when putting items in your trunk.