Greece could certainly be a problem. It's possible that there could soon be street demonstrations/riots in Athens, depending on what happens to Greece's membership of the eurozone. And lawlessness could increase if the Greek government runs out of cash to pay public employees (including police). Spain is also becoming increasingly tense.

Aside from these risks, normal pickpocketing goes on in all tourist areas, and the best advice is of course not to take expensive jewellery/watches/phones with you, not to carry large amounts of cash, and to use wallets which can be tucked inside the front of your shirt/trousers. If you use a rental car, remember that these are often targeted by thieves.