There is actually a lot of common sense thinking, not only in China, but in various parts of the world like US or Europe, do not get into a taxi to go somewhere that you do not know with a stranger, be it the FL or the pimp.
I always try to play safe, I normally do not venture more than 2km away from my hotel. If anything not right, still can chop chop run back to my hotel and get help from security or something.
One thing I learnt from my travels in China, always treat the hotel security well, the door swings both ways, if I'm staying for more than a few days, I will buy dessert or treats for the security guys at my hotel, nothing lavish, maybe tabao dinner for the night watch etc.
This happened one time when I was in SZ, I whacked one f**ker who was trying to cut my bag open, the CB went off and after awhile I spotted like this group of same f**kers following me, so I legged it back to the hotel they followed me all the way back and stood outside the lobby. So I went and told the guard and he went and got all his guys together, some of them were from other nearby hotels and they settled it for me, I ended the night by buying them supper at the local eatery and spent I think it was about 300RMB, small amount to pay I think.