Shorts and mini-skirts are not allowed in and around temples. It is a custom to take off the shoes in temples, on festival grounds and in private houses. It is strongly recommend following these custom to show your respect for the religious traditions.
You should never touch someone's head (including children) or point your finger at someone as this is considered impolite. For the same reason you should avoid standing with your head above someone you are talking to. In doubt you should rather squat or sit. Shaking hands is not customary, except on farewells or congratulations. Intimate touches or embraces are absolutely inappropriate.
Nude or topless swimming and sunbathing is forbidden. If you see Balinese taking a bath in the rivers along the streets you should discreetly overlook them and resist the appeal to take pictures.
When handing over or taking something from someone only the right hand is to be used. The left hand is considered unclean.
Yet another advice: The Balinese love to bargain. Especially in the markets, it is usual to haggle over the prices. You can do so, too, but so as no to be disappointed please inform yourself in advance about the realistic prices.