My borther lives in downtown Chicago. They will be moving to South Dakota in the next couple weeks. Not because of the crime, but because of Illinois' high taxation rates. They live in a nice part of downtown. He likes to get out and walk. As RG has noted, you stay aware of your surroundings and change course if things don't feel right.
Heck, in our small city of 50,000, people are afraid to walk down 4th street because of the high concentration of immigrant businesses and therefore immigrant customers. I will mention a great place we went for food and people think we are nuts for going there. Granted, there are a couple blocks where you can find trouble if you want it. but it's just a matter of being aware of where you are.