Rome is one of the most beautiful cities in the world; so much history, art, tradition and just..."this was the center of the worldness and it still has that aura-ness" It's just breathtaking beyond belief. I've been there twice; total of 4 days b/t the two trips. I admit I only saw the touristy areas, but I saw ALL of them twice.
As beautiful and awe-inspiring as it is, it is truly the pickpocket captial of the world. Most of the pickpockets are not some middle-aged fat dude in a black raincoat; they are CHILDREN. Be especially aware of the multi-child, tag-team pickpockets.
I had two girls run up to me outside the collesium; they were both roughly 8-9 years old. One ran up from the left, grabbed me by the wrist (and watch) and proceeded to start crying about her mother is lost and she has no money...while trying to undo the band of the watch. Meanwhile the second one snuck up behind me and had her litttle hand in my right pocket.
I grew up riding the trains in Manhattan in the 80's; I know pickpockets all too well. Aside from the welts on their arms from me smacking them, they got nothing. Watch your pockets!!!!
Other than that, keep your camera in your hands at all times; put NOTHING down on the floor, wall, fountain, etc and you'll be just fine.