As you step of your bus beware of people selling goods at the side of the road, they swoon on you, look after your personal belongings, keep them out of view if possible-remember these people are very poor.
Be careful after dark, there is pretty much no street lighting in the town centre. The locals are quite fond of hassling tourists, they are very pesistant and it can seem quite scary at night. On an up note, they don't mean to be a nuisance & the majority mean no harm at all.
Try & always have the right money on you for your taxi espeicially if it is a 'private' one as they always play the 'i've got no change' gag whichmeans you end up having to hand over 10 dollars for a 6 dollar trip!
After leaving the Casa de la Trova late at night, out in the street I was approached and offered marijuana for sale. I just walked away from the man, no problems. I have heard that authorities sometimes put somebody out undercover to catch unsuspecting people. If caught you could spend some very unpleasant time in a Cuban prison.