Well, I always make sure I go to a place where they have CCTV for the exchange... so that the people that I trade with will know that they are on CCTV if they want to do something funny. I also do not go alone and I make sure that I am not followed after the exchange took place.
The best thing to do is to go to Bitcoin meetups, where you build trust with small exchanges with other people that you meet there. We do this in a local pub or restaurant... so we make a lot of new friends.
This could be an effective means of securing yourself against crime when carryout your exchange. Immediately the parties know that their identity have been recorded by the CCTV machines the plans to engage in criminal activities will reduce. I know there are many restaurants and public spaces in my location that have 24hrs security cameras. The parties can even decide to carry out the transaction inside a commercial bank where there are enough security officials, nobody will when know that they are doing Bitcoin transaction. The best thing to do is to go to Bitcoin meetups, where you build trust with small exchanges with other people that you meet there. We do this in a local pub or restaurant... so we make a lot of new friends.