It’s possible to have your wallet stolen or get food poisoning in any city, but there are places where tourists should be extremely careful.
Dubai, UAE
Although Dubai seems to be more westernized than other Muslim cities, you should still remember about the dress code if you are a woman. To avoid being stared at or even sexually harassed (sex outside of marriage is normally taboo, so foreign women are the only chance to break this rule), keep your legs and arms covered. Don’t act in a provocative manner. On the other hand, you can relax when you are within your hotel territory — you are perfectly safe there.