Aside from dressing in attire that's more similar to what locals wear -- I sooo agree with the suggestion to avoid wearing shorts -- you can also:
1) avoid carrying around the usual tourist-y material such as tour brochures, street maps, and cameras;
2) orient yourself on a decent street map before you leave your place of stay, so you can move around more confidently, like you know exactly where you're going;
3) familiarize yourself with the local currency because it's very obvious if you're not used to a country's bills and coins while you're transacting; and
4) try not to be too obvious when you're converting the cost of local currency to US$ while purchasing things -- that's always a dead giveaway.