Well, I'm not from Rio, I'm from Curitiba, a city about 600 miles south of it. But I have been there several times. So, I can give you some suggestions and tips.
1) Rio is a giant city, with about 8 million inhabitants. If you are from a giant city, or have ever been to one (like London, Paris or New York), you know that it's better to pay attention to things like heavy traffic and urban violence, for example. Stay away from poor neighbourhoods.Try not to be showy, using jewelry, expensive watch clocks, or a big camera around your neck.
2) Do not think that all girls are prostitutes only because they use small bikinies. Of course there are prostitutes, but the case is that almost all girls in Rio, prostitutes or not, like to expose their bodies, and this is not only famous in Brazil, but around the world. Anyway, they generally do not do that because are willing to have sex with the first guy that appears, but because there is a strong body culture in Rio.
3) If you want girls, try to get tanned. Girls generally do not like pale guys in Rio.
4) The best beaches are Ipanema, Leblon, Barra da Tijuca, Recreio dos Bandeirantes, and Prainha. Renting a car is good, because public transportation is not good.
5) Go to the Corcovado, Pao de Acucar (Sugar Loaf), Tijuca National Park, MAM (Museu de Arte Moderna), MHN (Museu Historico Nacional), Forte de Copacabana, and Jardim Botanico are very cool experiences. Dowtown is pretty interesting, but it is a bit dirty and not really save.
6) Try not to be alone.
7) Near Rio there are several other places to go, which are very nice: Angra dos Reis, Ilha Grande, Parati, Petropolis, Teresopolis, Saquarema, Buzios, Bocaina National Park, Serra dos Orgaos National Park.
Enjoy!