Transportation - Metros
Metros are a fantastic way to get around large cities. Familiarize yourself with the system before you go and then get one of the handy little fold up maps available at most stations after you arrive. Use common sense while using a big-city metro - don't leave your belongings unattended and keep a hand on your bag at all times. Be aware of the people around you but don't let fear keep you from using the handiest (and cheapest) way to get from one place to another.
This is a fantastic link to metro maps around the world.