I felt like a total mark in Palermo and Naples. In Palermo, taxi drivers and others start talking to you as soon as you get off the boat. In Naples, at least you have a small area of security before you are confronted with all manner of people trying to take your money. If you are taking your own excursions in Naples, you have to pay cash directly to your guide (we had to do this in Rome, too). Thieves know this, and know there's a relatively good chance that if they pickpocket or mug someone, they'll get some substantial cash out of it if they do it to someone coming off a cruise boat. I wouldn't say Naples is an extremely dangerous place, but it is a place where you have to watch your back and very aware of your surroundings. Orienting yourself constantly is important too. Carry as little cash as possible, and carry it either in a money belt or in your bra. Don't let strangers (even children) get close enough to touch you. They are trying to distract you and find your money! Be smart, and you will be fine.