My first worry is always pickpockets - the name is misleading, pickpockets usually depend on distraction. A second person bumps you as a distraction, then the pp takes your valuables and usually immediately hands it off to a 3rd person who is gone. Some guys think that if they put their wallet in their front pocket no one can get it; that is wrong, while we were in BA Argentina my friend was on the train using his iPhone; he put it in his front pocket. Just as the train came to a stop a drunk came by and started to throw up on him; while he was reacting to that, the couple across from his stood up, the woman went to the door and the guy went into my friend's pocket, took the iPhone, tossed it to the woman, and she was gone. My friend said that as soon as he reacted to the fake drunk, he realized something was wrong and he felt the pp going into his pocket but his body was still doing what it was programmed to do - get out of the way. The pp probably practiced the move 1,000 times until he was perfect. There is no way my friend could have stopped it. Now that it has happened to him, he would be prepared.
The other important thing is that pickpockets only go for valuables, if they don't know where your valuables are, you are safe. Think money belt - my ex liked the ankle belt I gave her to use - but don't get anything from them in public. I heard one trick was someone would yell "watch out for pickpockets" and everyone would check for their wallets tell the pickpockets where to look.
I'm not really paranoid, I just like to think things through.
We will be going to the French Quarter to listen to music and I am really excited about that + I get to spend time with mom and my sister. Since they live in Montana/Wyoming we don't see each other much any more. We are going to NOLA for a WWII War Brides convention (mom came over from France); since they do not allow any war brides other than those from the European Theater there are not many left - this might be mom's last convention since she is 87.