Beware of people riding scooters! One of the most common methods of theft is with the use of the scooter, and you should be especially wary where you see a passenger on the back. They fly past and whip bags from shoulders, which can often lead to the victim being injured if they are dragged to the ground.
Be aware of empty streets, and also the streets from the old city. Avoid particularly Barri Gotic and El Raval, where the thieves operate in gangs. The peak hours for pocket thieves are between 9 and 11pm when people eat, and the streets are crowded with tourists. Also between 3 and 6am when they target people heading home after a night out.
The exchange offices can be watched and opportunists may target you after you leave. Split your money in to different pockets and your bag, try to be discrete as you do this.