It depends on the neighborhood and how aware of your surroundings you are. Everyone knows someone who got mugged either a relative or a friend. Relative of mine was having dinner at a restaurant, 4 armed robbers came in, took everything from customers plus the money from the business. One of them shoots his gun inside, aiming at the roof. There were people in the second floor eating too, fortunately nobody got hurt. Personally, I just take cabs everywhere at night, and walk during the day if I know the neighborhood.
The thing is, most of the time nothing will happen to you, but, it is pretty usual to get robbed.
Anecdotally, we've had two home invasion in my family in the last two years and two laptop stolen. My family members where also present in an armed robbery in a supermarket, so it's out there.
Most of the times, you can live your life normally, unless you get unlucky, which is not that uncommon.
All in all I'd say you can live a pretty normal happy life but the risk is always there, it is good to be a little bit cautious.