Going with an amigo is probably a good practice. In my experience, tho, I've never had trouble traveling solo. I like to move at my own pace and check things out as I feel like it. Chicas seem to dig it too as it provides more options. Just be very aware of your situation at all times -- situational awareness as the combat/terrorism/crime training courses tell you. Don't put yourself in foolish situations. Stay in lighted areas. If you are going say from AB to Purple Rain (formerly deja vu) take a cab, even tho it's only a few blocks. Around the zona or elsewhere at night, if you find yourself in a dark area, step into the street and walk down the middle. Safer there. Above all, don't be a jerk. Be nice to folks. Get a shoe shine. Tip everyone. Treat the locals like people. That won't save you in a crime ambush, but it's nice to have friends and makes the experience seem safer. Just go with your eyes open and be cautious, but don't be paranoid. Just one old dog's view.