Advice for women travelling alone: carry a weapon.
Reality: Part of my learning experience in Delhi was of a sexual nature. Before any one thinks of being concerned, I've not been harmed and I returned to Chennai safely. I even felt safe (mostly) as I was travelling; I was carrying my mase. : ) Back to Delhi. There is a lot of sexual tension surrounding me just because I'm a white female that is alone. I get stared at just because of my skin, but every male between the ages of 16 and 40 gives me "the look"/"the stare" and I generally feel filthy when I don't have a male companion. And, I can count on at least one male per destination doing what has come to be known, in my mind, as the Routine: Hi. Your name? Tourist? Very beautiful/pretty. Can I have your mobile? No? Landline? Where are you staying? Usually, I ignore them, or leave. But, I've also at one point said that I was engaged and not interested. Well, engaged means very little I've found. They'll talk about my husband regardless and still follow me around. I've also had a few awkward moments a night on the trains with males. One openly fondled himself and another tried to secretly hump his way to sleep. Those are the moments when I held my mase close to me; my Indian teddy bear. I do this out of my own discomfort; I'm not positive that these acts were intended to be threatening, but they were regardless.
More advice: Don't let anyone take your picture.
Besides being obnoxious and creepy, people who approach you to take a snap, if allowed, will have complete control over your image. You don't know what they'll do with it, or how much they'll get for it. These are good things to know. Additionally, it's not wise to hand your camera off to someone else to have your picture taken. This is a little more obvious when it comes to advice, but I suppose that it's still worth the mention.
Advice from Mendon (as close as I can recreate it): It doesn't matter if you offend someone. If you're uncomfortable, your safety and well-being are your immediate priorities. Make them known and seek help, if possible, to achieve them. People, if they are worth anything, will understand and remedy their behavior or your situation.
I post this for others and for myself. I'm not always the best at recognizing when I need to start acting for my health and immediately doing so. I've a tendency to assume the best in people, which can lead me further into situations that are less than desirable. This happens in the States as well, but I'm better equipped to handle it there (ie. I know the culture).
Addendum:
Advice: As a woman, don't stay on a train for more than 5 minutes unless you have a seat available to you.
Standing room will not suffice, as you will not be accorded adequate personal space. Although many are comfortable with sacrificing personal space when need be, there will often be other violations that may take place if you cannot defend that space. Local trains are especially notorious.
Advice: Don't talk to strangers. :)
I've had a lot of auto drivers and street salesmen offer me free rides, gifts, etc. while claiming that they are just being friendly, or that it is their holy day, whatever. That's a bad idea. Many auto drivers, if working for lower prices, will add extra stops into your route, like touristy shops where they get kick backs. The salesmen have similar perks. This can be incredibly frustrating. Similar manipulation can be seen everywhere.
Oh, do I have stories for you! I found myself in a fairly similar situation in Guadeloupe - a situation created largely by white European & North American women who came to the Caribbean for vacation and thought that having a "black experience" would be a thrilling part of their vacation (ack! ack! ack!).
The most extreme example is one guy who just sat down and started masturbating in front of me & my friend at the beach (needless to say, we left). But lots of guys on the streets would say things to me because, well, it was sort of expected in a sick way. I mean, how else are you going to get clients, right? Ugh. Since I was studying sociology, I kept sane by thinking of it in the larger context of their society and therefore de-personalizing it.
By the way, for anyone vacationing to the Caribbean: don't sit by the trees on the beaches. The locals don't and it's for a good reason (see above 'guy on beach' story). That and there are tons of ants near the trees, but unfortunately, my guy was apparently not unique in his behavior and that is a large part of why they avoid the trees.
I've been very sheltered from it in India (thankfully). Only in Delhi have I been so bombarded with the effects of sex tourism. Luckily for me, I wasn't too surprised when it happened; I was largely prepared for some of it. But, yesterday on the way to yoga, I was talking with Gina about Delhi and I was telling her about some of my experiences. She really couldn't handle it. She could barely believe that sex tourism is real or that men who casually ask for our numbers are interested in anything but being chaste friends with us. I almost feel bad for saying anything because she was so upset and so sickened by it. (except I know that information like this can be helpful for her).