Cautionary reply:
Be smart. Put wallets in front pocket, watch purses. Watch the alcohol so that you aren't completely out of it. Have someone with you when you are walking, especially if you are off the main drags. There are many many professionals who look for tourists to steal from/scam. I remember being on a packed dance floor at a club and getting both of my back pockets quickly touched, looking to lift my wallet.
Other than that, HAVE FUN!