I felt safe there, safer than at home, particularly at night. In fact, I often walked home to my apartment quite late at night, on my own, and never felt even faintly threatened. I agree that there's always a risk of pickpockets in crowded areas, and the little day backpacks are not smart - I noticed the local Chinese girls always had their handbags slung diagonally and clamped tight under their arm or in front of them.
Food -- the supermarkets tend to be in the basements of the department stores, if you hanker after western food, and there's always alot of corner shops/street stalls with packaged biscuits etc. which are cheap and good.