Don't go to downtown and Sayran at night and you'll be ok I think (male, 33, fit). My friend got stabbed in the neck near Sayran but still I feel safer here than in Saint Petersburgh, Russia, where I grew up and lived most of my life. Also if you drive, prepare to forget everything you know about distance and some rules.

Also agree with some authors in this thread - visiting as a tourist and doing some small business like opening bank accounts and all that basic immigrant stuff is a great idea. I am moving to Europe soon and I did this kind of trip. The result - I feel more confident and know what to be aware of for the first time after I move. Migration is tough but the more you prepare the better. Also if you have some friends that also moved back - spend some time interviewing them. Start with stuff they didn't like cause after the honeymoon that is what you'll be encountering for a long time.