Touch wood i've never had anything stolen, we always do the most important and lock away passports, tickets and money or travellers cheques in a safety deposit box, that goes without saying.
If we go the beach we only take a small amount of money for a couple of drinks and some lunch, but i never feel anxious about us going for a swim and leaving our bags under our sunbeds.
But always cautious as Cheryl said, a small minority might take their chance.