When I go running, I can be all over the place (sidewalk, path, with/against traffic) but there is a method to my madness. I start my runs pre-dawn, in areas ranging from residential and business to almost deserted areas.
I have running routes planned out, and where I run depends on the safety factor. I usually run on sidewalks, with traffic, unless:

If there is along stretch of road with no parked cars between me and the road, I will run on the sidewalk against traffic. Anyone who has had a suspicious looking car follow them will know why!

If the sidewalk runs alongside buildings with blind alleyways in between, I'll run as far as I can from them, sometimes in the bike lane (against traffic, so I can hop out of the way for oncoming cyclists). I want to be as far as possible in case someone is hiding back there.

I do not hesitate to cross the street if I even spot someone vaguely unfamiliar. I always keep an eye out for houses, coffee shops, etc. I can make a sprint to for help, if needed. I'll wear my Shuffle, but won't wear my Nano in public. I also change my routes often, wear reflective clothing, my Road ID and jot down my path every day so if I turn up missing, people know where I've been. Call me paranoid, but a gal's gotta be careful, even in my so-called "safe" neighborhood. Sometimes, when I stop to think about it, it makes me sad that I have to be so cautious.

P.S. Whenever one of my male friends hears of my precautions, this look of incomprehension comes over their faces. Safety? Whaaa?