A lot of you are saying Don't judge and that's good advice, but yet, coming from an area of high crime, it's not always the best advice. We should be cautious of a lot of strangers when out and about, especially women walking alone. It's nice and sweet to think that guys who look bad aren't, but that isn't always going to be the case, now is it? I'm wary of a lot of people regardless of looks.
This whole "don't judge" thing is so horribly ripped out of context it really is terrifying the way people use it.
The idea isn't to judge individuals by their appearance. The young man with the shaven head, tattoos and leather jacket might be the guy who helps you after you've been mugged. The respectable looking gentleman in the pinstripe suit might be the one who pulls a gun and invites you to hand over your money, or who drags you into the back of a van to do who-knows-what to you when the van stops.
The point of judging isn't about totally disbanding all common sense and discernment. Be aware of your surroundings, be aware of people who may be following you, be aware of people who are getting a little closer than is appropriate. The thing about not judging means not to react to people differently just because of how they look. If the respectable looking gentleman is getting a little too close and making you feel uncomfortable, avoid him. Just don't be assuming the young man with the shaven head and tattoos that you see from across the bar is a thug because he has tattoos.
As you say if you're out walking alone you need to be alert. I find it amazing the number of times I've seen women walking alone after dark, with hoods up and white headphone wires clearly visible, looking down at their phone. They've created a situation where they can't see behind themselves, can't hear their surroundings, and aren't looking where they are going. They might as well carry a big sign saying "vulnerable, attack me". I'm 6'4 and a heavy set guy and when I'm walking in urban areas after dark I'm pretty alert. My wife comments that I pick up all sorts of things that aren't quite right. Sometimes I'll walk right down the middle of the street, sometimes I'll stay very close to the buildings as if I were actively trying to avoid being seen. Basically it's a total mix-up of behavior patterns that tends to wrong-foot anyone with ill intentions as they never know quite what I'm going to do next. As a rule your mugger types want to be sure they can pick someone off without too much danger to themselves, and the best defence against them is to throw out lots of uncertainty. Let them think that maybe you know something they don't, that you might be more of a threat than you initially appear, and chances are they'll leave you alone and find an easier target.