1) Learn to
be quiet. This is a
vital thing - someone whose
keys jingle when they walk will attract
attention. A good way to do this is to go and take
technical theater courses for a few years -
volunteer as a stage hand. You'll learn to
move silently, and probably pick up a handy ability to make sense of things in
extremely poor lighting, as well.
2) Develop a taste in non-black dark colors, and ditch any desire to wear more than the absolute minimum of jewelry (a utilitarian $10 watch from Wal-Mart is a good choice, and the only jewelry that I, personally, wear). Specifically, choose clothing that blends in with "common" fashions. Jeans and a T-shirt in dark colors are good, if you're in most "modernized" countries.
3) Cultivate an ability to radiate harmlessness, and an aura of knowing what you're doing. People will tend not to bother someone who walks along with purposeful strides, and similarly if you're in the background looking inoffensive most eyes will sweep right over you.
Using these three tactics, it becomes possible, with a little luck, to blend in and practically vanish from any situation. I, personally, stand at 6'5", weigh 270 pounds, and have been described as looking like I belong in either a Viking longboat with a warhammer, or in the hills of Scotland with a kilt and bagpipes. Not exactly easy to have disappear, but my own mother has been known to walk right by me without seeing me, and people searching for me have walked right by the spot where I've been sitting or standing, never even noticing that I exist.
Given that I work in a casino, this has proven both a blessing and a curse - customers will walk right by my window without seeing me, leaving me ample time to take care of other tasks, but I have to do something vigorous to even get them to realize that I exist.