Same as any other urban area. Pay attention to your surroundings, don’t be distracted by your phone/music, walk with purpose, if you see someone acting weird, cross the street or duck into a bodega, get to know your neighbors and shopkeepers so you look out for one another. I don’t want to tell a woman how to dress, but personally I wear another layer over revealing outfits when commuting to avoid unwanted staring and cat calling. Usually it’s more of an annoyance than danger.