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I make it a habit to look all around me when I'm out and about. If I see someone acting strangely, I will make sure he knows that I see him. I may even smile or nod, but I keep my distance.
I've found it important to watch people's behaviors rather than merely their appearance.
People looking for trouble will act suspiciously. They look all around them. They fumble with their clothing (perhaps dealing with an illegally concealed weapon?). They don't appear to be doing anything other than waiting for devilment. (Ex: a man in a parking lot loading shopping bags into his trunk and a man in a parking lot just leaned against a car looking around, or walking aimlessly, are two different people.)