Cross streets with extreme care
Better look both ways, wait then cross when road clear and as quick as possible. Beijing seems to always be in traffic hour, perhaps this is why the drivers feel they must rush and cut in front of everyone whenever they have the chance. when crossing a road with no lights (or even if there are lights) always stick to the crowd.
Ride a bicycle - Wear a helmet
Cars sip in and out and it appears the general population doesn't know how to drive that well. A helmet can go a long way towards saving your life or at the very least keeping you from scarring your whole face up, ripping away your scalp, and turning you into a paraplegic. Better safe than sorry.
Watch your wallets
Be really careful when visiting most popular tourist attractions such as Temple of Heaven or Forbidden City. They are also the most common places to get mugged. So NEVER carry your wallet, documents and other important things in front pockets of your rucksack or your bag or in your pockets (even if they have zippers). Put those things somewhere REALLY safe.