Pickpockets really are a nightmare there. Been three times and twice had someone steal / try to steal stuff. That's the only two times in my life I've had anyone try to steal anything from me! For your information one time was a guy riding a bike into me to try and knock me down and steal my wallet, the other time was a guy approaching and being very friendly before trying to dip my pocket.
Also had a guy lift my mate's wallet out his pocket and legged it, I chased him and just got my fingers on him when he turned sharply, I tried to follow and lost balance and slid right through a pavement cafe taking out a pile of tables, chairs and a potted tree (and dislocating my finger).
Put your stuff in a bodybelt and then forget about it and enjoy the place would be my advice. There's a cool place near the bottom of the ramblas I think where they don't have an alcohol licence or something so sell tapas and give away free bottles of fizzy wine with each plate of tapas, can't remember the name but maybe you'll find it on the web? Other than that I've always wandered around the wee squares in the gothic quarter which are cool and there's a covered market there somewhere too which is really cool for food and drinks. (SOrry for the vagueness)
ENJOY!