Avtually the only thing you can do is to watch your belongings, donīt stnd by the street artists on Las Ramblas as that is a paradies for pichpockets. If you donīt feel safe in an area, try to leave it immediately.
Apart from that, Europe is not that bad. Just be aware and if your wife is carrying a handbag make sure to put it across not just on one shoulder, same goes for any other kind of bags.
If you have further questions, donīt hessitate
November 2005 - Costa Marina (Spanien und Kanaren)
Mai 2007 - Costa Victoria (öst. Mittelmeer)
Oktober 2007 - NCL Gem
November 2007 - Costa Fortuna (Karibik)