Protect yourself at all times.
If you decide to 'do it'; wear a single condom (not 2);
It is a dangerous believe that wearing two condoms at the same time would actually improve safety - the opposite is true. The friction of latex on latex will actually lead to more easily torn condoms. Bring quality condoms from home. If you buy in Thailand, buy brand name condoms only!
When walking between bars, especially if you are alone, be aware of your surroundings.
Never carry more money than you can afford to spend or lose.
It is best to prepare for the night's outing by purging your wallet of all but the most essential items. Carry only the money that you are willing to spend. On the outside chance that you might forget yourself or that she might walk away with your wallet, remove all credit cards and ATM cards. Better safe than sorry.