I once spent several years training at a karate school, and one of the female instructors also held awareness classes for women, particularly directed at women who had reason to worry about their physical security (nurses on the night shift, waitresses in late-night clubs, etc.) One of her key training things was to urge women to assess what they were doing -- if you think there's a possibility of some behavior getting you in trouble, don't do it. If it's convenient to go out to the parking structure alone, but possibly dangerous, then don't do it. I would suggest that if you're thinking about going somewhere that you might get mugged, don't go there. Especially don't go there with a camera -- it's not so much that they might steal the camera, it's that a camera has a certain outsider aggression to it, and that tends to piss off the people who get easily pissed off. It's a turf thing. Is it really worth getting beaten up or raped to get a photograph? I knew a women reporter who went to a routine street crime in Minneapolis (no camera) and the gang guys around got pissed off just because she was there, and burned her car -- and the cops were there. I know another well-known female photographer who got terribly beaten by a cab driver in Jerusalem because of her political opinions. Don't get "chickened" into it, either -- don't let people push you into doing something you don't want to do. This would be easier to talk about if we had an idea of where you're going. Different attitudes are needed in different places, and some places, you just shouldn't go. If you're talking about visiting Venice and the major kind of crime is purse snatching and pick-pocketing, that's one thing; if you're talking about Kirkuk or the North Philly Badlands, that 's completely different.
The karate instructor would make the point that yes, you do have a perfect legal right to go to the biker bar at midnight on Saturday, but if you get raped, even if they catch the guy and put him in prison, you won't get unraped.
I pretty much agree with what you and Feppe said above. Like Feppe, I have had plenty of training, and not in no-contact fake-fighting (eeeh-yah!) martial arts (LOL), but in legitimate full-contact MMA. I boxed for 6 years, and (when I lived in CA) I trained in submission wrestling for 4 years. I've had half my ear bit off in street fights, my nose broken 3x, and I still carry scars from broken bottles and a knife ... so I have been around the block a time or two ... and yet there are still places "I" as a well-trained man am afraid to go
All the training in the world won't save a person from a gun. And, contrary to the movies, all the training in the world won't help you prevail in a planned, group attack. You're done. Especially for a woman. I was a lot more reckless in my youth, and used to enjoy getting into trouble, but again that was as a young man. As a middle-aged man, especially in today's no-morals, trigger-pulling society, I have slowed down to a crawl and eventually learned the value of the old saying, "An ounce of prevention is worth a pound of cure."
That being said, there is a fine line between healthy caution and overblown paranoia. Even when I go out hiking in God's country, I carry a sidearm. Does that make me paranoid? Some may say yes, others may say no. The way I see it, there is no telling who or what I'll run into out in nature, and (trained though I may be) I would rather be fully
-prepared than under-prepared. And that is in a quiet countryside, let alone in the back alleys of an impoverished inner city.
Regarding 3rd world countries, the truth is there are some places that offer minimal risk, some places that offer a legitimate (but acceptable) risk, and there are places that simply are not worth the risk. The funny thing is, in a 3rd world country (or really, any major city), these levels of risk can all be within a few hundred feet of each other. You can meet the nicest person in the world in one spot, and you can meet your killer 3 blocks down the road. That's the way it is in any hardcore city.
In the end, it's all up to the individual---what levels of risk he or she is willing to take, what levels of risk he or she is able to recognize in advance, and what levels of risk he or she has adequately prepared for. I suppose this is why some people never have faced any danger, while others have handled various dangers as they came, while still others never make it home from an unexpected and/or unplanned-for danger. It's called survival, and some don't survive, and in the end no one else can plan your choices for you but you.
Regarding the choices you make, the best advice I could give would be, if you feel uncertain or unprepared in any situation (especially as a woman), then err on the side of caution and don't do it ...