Always read up on areas you are going to - be aware of the cultural requirements - especially pertaining to women - and be prepared to dress accordingly.
Always let someone at home know your itinerary and make contact regularly at a predetermined time. Leave copies of your passport and credit card details with someone you trust at home.
Check for security concerns on your embassy's website in that country. Take them seriously.
It sounds like these things may be taking away the freedom aspect of travel - but they are essential and you can still be free to come and go as you please - just taking a little care and precaution.
I have travelled alone throughout some of SE Asia and found it the most wonderful experience! Beautiful countries and beautiful people - just have to take a little care!