I would say I do; the town in Czech republic I live in relatively small, about 50k people living here. I have the luck to mostly move only on always busy places when I need to be out during the late nights. Yes, I'm always as aware of my surrounding as possible. And, last but not least if it's not too late, there are buses, and most of them stop right next to my house, so I can travel rather safely, too.
Never can hurt anyone to be a bit careful. I think the saying is "better safe than sorry", no?