Stay on major roads.  Because you don’t know any side streets you could pick the one that locals avoid. There will be more people and better lighting on the main roads. A heavily travelled, well lit area makes it riskier for criminals

Careful if you have to pull over. A new generic model car coming from an airport, or out of state plates, may target you as an easy mark.  Often, criminals will try to get you to pull over by pointing out that something looks wrong with your car.  Sometimes they may fake a small accident, like a tap on your bumper to get you to stop.  With the possibility that this may be a scam, be especially careful about where you pull over.  Always try to pick a well-lit public place.

Even as a common courtesy, avoid flashing your lights at other cars that are driving without their lights at night.  Unfortunately sometimes gangs drive with their lights off and pick a driver that signals them as someone to harass.  This is not an "Urban Legend", state and local police have put out memos to all rental companies in their area.

Always, always, always,  keep your car doors locked.

Never park in poorly or un-lit parking lots.  Look around carefully before opening the doors.

Don't leave valuables in the car.  If you must, they go in the trunk.

Most cars have a trunk release inside that doesn’t require a key to pop the trunk. Many also have a back seat pass through for easy entrance into the trunk. Lock the doors !

Avoid being a target.  Never flash expensive jewelry or rolls of cash.  Even brochures and maps left on the seats can mark you as a potential victim.

Try not to look like a tourist.  If you can, dress like a local and possibly use a local newspaper to wrap around a map or guidebook. 

Always watch your belongings while at the rental counter and even on the shuttle bus.