Be Aware - Remind kids not to tune out the world with their headphones. We have a "1-ear" policy in my house and while traveling. If they want that surround sound effect they have to use room speakers instead of earbuds/headphones. To reinforce this set up a practice scenario in which they test their ability to respond correctly with headphones on.
Be proactive- The biggest mistake my daughter made was assuming that the parent following her was "ok." I gave her a few alternative endings to that scenario and had her come up with a few on her own. The result being that she is to use her phone to call me at the first sign of uneasiness. I explained that a situation like that only seems "ok" because she was viewing it from a child's eye. My job as her parent is to paint a bigger picture; so call me and let me help decipher the danger level.
Listen to that inner voice - Kids are perceptive but depending on their level of moral development they can over look their instincts. Your kids want to please adults and stay out of trouble so their first impressions of danger may be over shadowed by what they preceive to be the greater threat - disappointing us, their parents. So, I reforce daily with my children - if it feels wrong, it probably is wrong. Our 8 yr old calls it his spidey sense. I also ensure them that my first response to questionable situations will be calm and non-judgemental. THEN, I actually remain calm and non-judgemental when the occasions occur.
I know that as parents everthing I've said is common sense. Unfortunately, with the time demands of everyday life we "think" we reinforce these tips with our kids but the reality is something entirely different. Repetition and reinforcement is the only way for it to become second nature. If first responders need to do it, shouldn't our children?