House # 16A, Road # 48 Gulshan - 2 Dhaka 1212 Bangladesh
Dhaka isn't terribly unsafe, but as in any huge city you should keep aware of your surroundings and try not to walk around at night, especially females travelling alone. There's a very large number of people living on next to nothing in the city, and while the vast majority are friendly there's undoubtedly a few that would love to help you part with some of your seemingly abundant wealth.
As a foreigner, many beggars will surround you in Gulshan and Banani. Especially children who will try to sell stickers and, if you are not interested in their items, will ask for money or food and try to make you buy some more expensive items in one of the supermarkets or small stores. But before giving something to them, think about the fact that by giving money or buying expensive items, which they will probably resell, that in many cases these children are trained or forced to beg and have to give all the money or items to the person who organizes them. So be aware of this and the fact that your gesture of goodwill will maybe support these structures and exploitation. Be careful when you see a group of Hijras. Usually they are rare in Bangladesh, but their begging can be very aggressive.
There has been a recent rash of incidents as of July 2007 in which some foreigners have been targeted for bag snatchings 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 leave 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. Be sure to 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 center of attention and you probably don't want that from a group of raucous chanters.
Pollution is, compared to other countries in the subcontinent, not very high because most vehicles are run by gas. But dust can be a problem, especially during winter when rain is rare. 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.
Some places such as Mohammadpur are hot spots for drugs, narcotics, etc. Don't answer to the people along the streets.