I normally look ahead, watch the ground ahead of me for dangers (potholes, stones, etc.) and occasionaly look around to see if I'm not being followed.

Being born and raised in a big and violent city in my country, I learned that it's a good idea to watch my back at all times.

Now I live in a small town in Ireland, but I still look at people suspiciously and take a glance over my shoulder every so often. It's not a habit I'm too bothered to break, because you never know, better be aware of your surroundings just in case...