Since we've all heard/told the negatives about safety, let me tell you the positives. I've never been a victim of any street crime in madrid, and this trip was no exception. There were no flower bearing anybodies in Madrid or Sevilla, no bump/grab wallet scams, etc. In fact, maybe the cold/rain keeps the opportunities for street crime much lower: you aren't strolling and people watching/being watched as much. Wallets are beneath heavy buttoned coats, etc. We walked in the barrio de santa cruz after midnight, and of course around Sol, plaza mayor etc. til one or so (yeah, I know, big partier, huh!). The only rip off was the usual taxi s--t, but it wasn't outrageous.