Statistically, it's very safe. I would still stick to busy streets rather than deserted side streets. And always be aware of who's around you. I go home alone at all hours, and have never had a problem <knock wood!>, but several times I've gotten into a taxi and told the driver I thought someone was following me, and asked him to take me down the block and wait until I got in my building. In other words, don't be intimidated, have a great time, but take care of yourself.
I'll add that when you're hitting the bars, it's a good idea to never leave your drink unattended.