It is safe as long as you use reasonable precaution just like you would visiting any city or town in the world. If you're planning on staying "off the beaten path" (like at Grand Case Beach Club or the other end like Le Petit), there is now a golf cart "taxi" to take you to and from the restaurants if you either feel unsafe or just don't feel like walking. It seems that the problem that they were having a few years ago in Grand Case with the young guys riding mopeds up and down the streets (which was the scariest thing I ever encountered) has been curtailed and the restaurant association has done a lot to try to make the village feel (and be) safer.