I think it's hard not to get burned when you're visiting or new to a place (and it can happen in your own hometown too). Here are two personal experiences:
(1) My wife and I took a guided day tour from Madrid to Toledo. On the return trip the bus stopped on Toledo's outskirts to "tour" a factory that produces knick-knacks and jewelry with intricate patterns done with in-laid gold (I can't remember the technique, but this is one of the things Toledo is known for). The tour was really a warm-up for being run through the fatory's showroom where these items were offered for sale at "special prices". We bought a few items at and got back on the bus. A day ot two later, we saw items similar to those we had purchased at El Corte Ingles -- at considerably lower prices.
(2) My first post on MadridMan's BB was a response to someone asking about how to get to the center of Madrid from the airport. I had just returned from Madrid so I replied by stating that my wife & I had taken a cab from Barajas to near Puerta del Sol, and spent (nearly) the equivalent of $30.00(US). This resulted in an angry reponse from another BB member, who lectured me on the tricks drivers use to increase a fare, and that there were other, less expensive options available. OK I'm a fool, and he was probably right, but I could't have cared less. Here in D.C. a $30.00 fare from a suburb to the city center (or vice versa) is expected. Hop in a cab at Reagan National Airport and there's a decent chance he'll try to take you the long way to your destination (this has happened to me on more than one occasion).
Any city that has tourists, also has people looking to take advantage of them. Go to Waikiki and check out the prices of the flaming phonebooks offered to Japanese tourists....