I always lock my doors.
I do feel safe where I live, but considering I live alone, keeping my doors locked is part of what makes me feel safe. I also feel safe because I live in a nice apartment complex in a nice part of town and I have great neighbors. We watch out for each other. Also, the fact that the cops make about a million rounds through the complex every night (due to the fact the vast majority of the people living here are college students who tend to party all the time and the cops come to break up the parties) helps as well.