I never really know how to answer this question. I've stayed in the heart of major cities, in the suburbs, in small towns, and in little "if you blink you'll miss it" places that are just pit-stops on the road. I've only stayed in one place that made me a tad nervous in all my travels. And that was in a hotel owned by a major chain in the heart of a very nice city. And the situation only occurred because of a rather bizarre incident and probably wasn't indicative of anything typical for that hotel.
I guess what I'm saying is most places are just about as safe as anyplace else. Remember, that other town/city/"blink and you'll miss it" place are where people live. And they probably feel every bit as safe at their homes/areas as you do in yours.
I simply recommend that you turn your personal safety radar on high. This doesn't mean being paranoid. It does mean being aware and observant. Some questions you might ask yourself: is it well-lit, does it look maintained, are the staff friendly, do you see other people walking around without looking like they're nervous? If, for some reason, a place just doesn't look right to you, or you feel the heebie-jeebies coming on, don't stay there and try the next place down the road.
Maybe that's why, except for the one incident, why I've never felt unsafe where I've stayed...I heed my personal safety radar. I don't tell myself "oh, don't be silly" and ignore it. I figure I may be wrong and that place may be safe after all but I tell myself "I'd rather be safe than sorry" and keep on going until I find a place more appealing.
I do tend to avoid small hotels that advertise weekly rates prominently on billboards, etc., unless they are extremely well-maintained and charming. My reason is because in my area several of the hotels that do weekly rentals tend to be where the druggies stay. I have no idea if this is typical elsewhere but it is just a criteria I tend to use. But, like I said, if it is very clean, charming, etc. than I figure that they probably screen out any trouble-makers so this isn't a criteria that is set in stone for me.
Hope this all makes sense.