A Chicago cop once told me that Lincoln Park and Lakeview have some of the highest mugging rates of all neighborhoods in the city - thieves know that people with money live in those neighborhoods.

I've walked around those and other neighborhoods at all hours alone and never had a problem, but on the other hand I know a couple people who were robbed at gunpoint in the middle of Lincoln Park. So yes, odds are one could walk anywhere and be fine - but it's still a big city and one should exercise big city precautions.