Part of it is making sure that you look like you belong wherever you are-another part is to walk and move like you know where you're going and what you are doing-uncertainty and being out of place are signs that you are vulnerable.
Another trick is to make yourself look unattractive, unkempt, or even vaguely hostile so that people avoid you. The kids do this with their tattoos, colored hair, piercings, and industrial goth clothing, and it works (sometimes too well).
The suggestion to travel with company is probably the best, and simplest advice. Along with that, don't carry so much--no more than you can fit in a backpack, on your back so your arms and hands are free.
And good luck with the backpack--many of the people I see on the Metro have a backpack/briefcase/courier bag *and* a tote bag, and more than a few are "Ba-Ba Black Sheep", because they've got three bags full.