You can get a cable lock for the outboard/dinghy and lock your companionway
(and maybe save a rainstorm dumping in your cabin). Not being at the closest mooring
to shore might entice lazy thieves to pick on a boat closer to shore. And there's the usual street-smart advice about knowing about the neighborhood, watching where you're going, avoiding activities that put you at risk (becoming severely intoxicated in a strange place, buying
drugs or other shady activities, bringing local crew on your boat without careful checking), avoiding certain places at certain times of night, etc.