The more south you go. Stay around campus, downtown, and the north side. The farther you go north, the more "richer" the city will get and the farther you go south, the more "poorer" it'll get in reference to campus. As always, just be cautious and be safe. Thefts, break-ins, sexual harassment, etc stuff do happen. If you are riding a bike, make sure you lock it properly. If you have a car, absolutely make sure you don't leave anything in it that would make it susceptible to being broken in. Other than that, you'll absolutely love it here! Feel free to let me know if you have more questions about Tucson haha.