Out of several thousand hours (close to 10K?) of late-night walking in urban areas (such as from working into the wee hours, then walking home all the way across town), I've been held up at gunpoint twice, discouraged or thwarted countless other approaches by muggers, and several times had bottles thrown at me.

Two of the locations that were memorably the most dangerous-seeming were some of the best-lit, and they weren't lit because they were high-crime.

Some other factors to consider in what's safe and/or feels safe:

* The presence of houses on the sidewalk (with people in them who might hear you, and doors you could go bang on), even if the street is dark except for the occasional porch light or glow through the drapes.

* Presence of open businesses (restaurants, hotels, cafes, hospitals, donut shops), which are pretty obviously places you can run into, where there will be other people.

* On the other side of open businesses being good... people outside of nightlife businesses can be risky, and sometimes feel risky. (Usually innocuous here, but walk enough, and you'll eventually encounter drunk people looking to fight, and also see people looking to prey upon someone from the concentration of candidates out late at night. And you'll read news reports of criminal score-settling with gunshots, outside some of the bars/clubs you walk past every night.)

* Office buildings with visible security guard desk in the lobby. In practice, I think they could only phone the police while you're getting stabbed against their glass wall, but the witness will discourage some attackers, and it seemed much more reassuring than an empty skyscraper lobby on a completely deserted downtown street.

* Possibly: Unlocked lobby/vestibule front doors of apartment buildings, which aren't obviously reassuring like an open business with people inside, but (if you paired this info with tips) can be used by walkers to thwart attackers.

* Street crime data.

(I should add that I'm white and male, and I know other groups of people face additional threats on the street, but I don't know how my experience applies to that.)