Hmmm, Sheiky, I didn't even think Delhi was unsafe at all. When I first got dropped off around Connaught Place, I got swarmed in a human sea of short brown men and it freaked me out at first. A lot of people came up to talk to me, asked me questions, etc. It was akin to a paparazzi situation but I had no idea why. And my experiences in the past are more like being dropped off in a bad neighborhood in Napoli: you presume everyone is on the make and you're under threat from all sides.
Only after time I realized that it was cool with their standards of "personal space" and that pretty much everyone I talked with was genuinely friendly and I had nothing to worry about. One guy who I thought was even half-scamming me by helping me leave the crowd and find a nearby address ... I offered some rupees to him for his help (I generally never do that, but he was super helpful). He flatly refused my money and left.