Many large tourist cities are filled with people looking to take advantage of a possibly clueless tourist, so try not to make a target of yourself. Standing on a street corner with a map or guidebook is a sure-fire way to draw the wrong kind of attention to yourself.
Plan out your destinations for the day before you leave, so you don't have to keep digging into your book for something else to do. If you need to check a map, be discrete. Even make a stop in a store or restaurant to do it.
