After the recent BitFinex hack I think next time I sell I'd rather do it in person, I trust my ability to look after myself in real life more than an exchanges ability to protect my coins.
As long as you are smart and do it where there are any known people, you will be fine. I am sure often times both parties are scared for no reason and usually the transaction goes fine. But, that is not the case all the time. There are intentional robbers who might cheat you in many ways. Taking all necessary step are more important when meeting a stranger.