The most dangerous place you can be? Crime can happen anywhere, including your home. I live in condition yellow always. I'm a little more at ease where I live now being a secure building, but there's still windows. I go into a sort of hyper-yellow condition as soon as I leave the door, taking in information around me and constantly going from yellow to orange and back the entire day. I used to make a game out of driving down the road remembering every single license plate and descriptions of people and cars I saw; now it's second nature.
I think a lot of it comes from being a correction officer where I had 2-3 seconds to memorize the entire contents of a cell on rounds, paying attention to EVERYTHING in the room, and furthered from being a deputy sheriff where not paying attention to your surroundings could easily land you in a pine box.
Of of those choices? Number one is convenience store, followed by bars, other, and home sleeping\bank would be tied for last depending on where you live.