I travel frequently by myself and have done for the last 15 years. Can't say that I've encountered any problems, but then I don't put myself in too many potentially dangerous situations. The only time I've felt unsafe was when I was camping at in the mountains of North Carolina. I felt exposed and vulnerable.
For evenings and nights, I stay in heavily trafficked areas. Honestly, I spend most of my late evenings in my hotel room - usually because I'm tuckered by the end of the tourist day and because I just don't want to bother with night life. If I go out, it's to a specific event.
I always carry a book for the moments when I feel a bit awkward - like waiting for food at a restaurant. If you just act like you blend, then you blend. I'm not worried if people are questioning why I'm there or making judgments about me, it's just how I battle my own boredom.
Avoiding eye contact is a good way to send off the signal that you are not easy prey (sorry, we're CLOSED
), but by the same token if anyone makes me feel uncomfortable I'll just tell them to f*ck off and walk on. Also, walking with purpose and regularly turning to look behind. I'm not stupid enough to think that I can't be overpowered by someone intent on attacking me, but I always try to give off the body language that I'm a tough chick.
At night I only carry the cash I need, and I separate it into different pockets.
At all times I'm obsessive about checking on my wallet or other important stuff - if I carry a back pack my wallet is buried at the bottom of the main pocket.
I am starting to consider group travel, not because I HAVE to have company but because it would be nice to have the option. Particularly if I was going for an extended stay in an unfamiliar culture. I like being able to do what I want when I want, but there are times that I'd trade that for some company.
If you are game, give it a go. If you don't care for it, you can always go the group route next time.