Hi Fiona,
I'm sure some of the more experienced ladies will be along soon, I've only been doing this since January.
I have a safety buddy - my boyfriend. He calls me after each appointment to make sure I'm safe and I leave all outcall details with him (I do both incalls and outcalls). If you don't have any friends you can tell then try finding another escort who can do this for you - I obviously haven't needed to myself but there's a section on these forums for finding a buddy which looks pretty good.
For all appointments I make sure my phone is within reach at all times. I always aim to know my surroundings so I see how I can defend myself - obviously for incalls in my flat that is easy, for outcalls you should have a good look around you so you know your space. I know some girls carry personal alarms and I've seen someone (I forget who, sorry) posting here recommending a can of body spray to use as a legal alternative to pepper spray.
My boyfriend is sometimes in my flat for appointments, I also have a dog and nosy neighbours. I would not feel comfortable working somewhere that was going to be abandoned for miles around while I was working. Hotels are where I feel safest as you are surrounded by people and cameras. I am always wary taking outcall appointments to residential addresses and generally will only do them with clients I have met before, failing that I get the address 24 hours in advance and a landline number to leave with my buddy. Hotels I get the room number as far in advance as possible (obviously they sometimes check in same day) and again, leave it with my buddy.
For incalls my takings from the rest of that day are hidden in one room somewhere a client will not think to look immeditely, and when they pay I leave the room and hide that money somewhere completely different (after counting and checking it in front of them). I go to the bank as often as I can, and absolutely never have more than ?500 cash in the house. For outcalls I take only enough cash for my taxi fare there and back (in case I get stood up) and keep my handbag in eyesight at all times.
I have also started taking a self defense class (japanese jiu jitsu), partly for fitness and partly because it may come in useful one day. I'm having to take some time off right now after having a breast enlargement, but I'm looking forward to getting back to that in a few more weeks.
You do have to be careful and this is sometimes a dangerous job, but it is also a lot of fun, good money and great hours. There are loads of upsides. Of course be aware of your safety, but also try to relax and enjoy it. Most people are not psychopaths, and most clients you meet will be more scared of you than you are of them (in my experience anyway, it's possible I just attract the nervous ones!).