Staying safe in Dhaka
Dhaka is much safer then other South Asian countries but you better be cautious of bag snatching while riding rickshaws. Often these have occurred at night, after 11pm. If you must be out after this time please do your best to leave your valuables at your friends' places or hotel and you can pick them up in the morning. The simplest way to reduce your potential loss is to not move with valuables in the first place if you anticipate the need to travel after 11pm. The safest mode for travel for a tourist is to hire a yellow cab. These can be rented for a trip as well as by the day. Make sure that you write down the license plate number.
The greatest danger probably comes from speeding buses and rickshaws - keep well alert when walking along main roads.
Being the capital, it's the area most affected during hartals, and you should do your best to keep a low profile during times of political unrest. Avoid any sort of large gatherings, even positive ones, as there's a good chance you'll become the centre of attention and you probably don't want that from a group of raucous chanters.
Pollution (like most other cities in the subcontinent)is high. It's not uncommon to see people with face masks on, and at the very least you should carry a handkerchief with you to cover your mouth and nose during rickshaw rides.