Ideas that might be good:

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   The following is inspired by the recent thread on Running
   Cities, but it is not limited to urban settings.
   PCs are typically among the most dangerous and unpredictable
   people in a game world. Many groups have a resident
   psychopath who may kill or steal for the fun of it. Even
   if there are no overtly crazy PCs, they often apply modern
   sensibilities in a game world with different mores. For
   example, PCs may decline to give way to a noble on the
   street or to pay taxes because the Players find it
   philosophically annoying to do so. For these kinds of
   reasons, PCs frequently go afoul of the law and they should
   not expect to evade it easily.
   So, here are some things I have come up with in my game
   world to mitigate PCs' tendencies to go wild or take undue
   1. Prisons are exceptionally well guarded, even in small
   towns.  They are never made of weak material like wood--
   always stone and metal, maybe magic too, if the locals can
   afford it.
   2. Town guards/police/militia are smart. They use magic and
   technology to scry or detect criminals.
   3. In a world where transportation is expensive (horses,
   vehicles) stables are well guarded. There may be a stable
   boy, but there are also stable guards. Likewise with other
   expensive things--weapon shops, money lenders, etc.
   4. Guards hardly ever fall asleep while on active duty.
   5. NPCs are not very superstitious. A thin ruse playing on
   local fears is not likely to work. An involved ruse might
   work though.
   6. An entire community can be offended by PC actions, not
   just the powers in the community. For example, if PCs rob a
   temple, they will not just have to evade the town guard.
   There may be mobs, hit men and everyday good samaritans to
   rat them out.
   7. Organized crime usually has some kind of relationship
   with local powers. They may have exclusive contracts with
   officials over certain kinds of criminal activities.
   8. Enemies of PCs can be patient and smart. They can plan
   attacks and ambushes. They can wait until PCs are asleep.
   I do not believe in placing PCs at the mercy of a game
   world. We all know that it is no fun to be deprived of
   options, or to have PC behavior be coerced. However, some
   limits are necessary.