I'd recommend you be as least as security-concious in Curacao as you would in New Orleans, or any other similar environ as a tourist. We didn't have any problems on either Bonaire nor Curacao (we spent a week on each, back-to-back), but messing around in town at night on Curacao is quite different from the same activity on Bonaire. Keep in mind Curacao is an industrial and shipping center for its real bread and butter, with tourism a nice addition to the economic base. The area where the movie theater is has loads of security personnel at night, and folks at the dive shop advised us that was the safest area for tourists at night, outside of whatever accomodations you're staying at. There are lots of restaraunts, clubs, etc. in that same area by the theater, and security personnel also outside in the large, well lit parking lotl.
Check out
www.shorediving.com for both islands, then read all the comments posted on the Superior Producer site on Curacao. One person posted they surfaced from their shore dive to find their rental vehicle gone - not broken into, but gone!
We found the Curacao sites that charged a few guilders admission were great for our shore diving (Jan Thiel, Porto Marie, and the Barbara Beach area [where the Director's Bay dive site is]), and gave some sense of security for the vehicle with snack bar, restrooms, showers, rinse tanks, etc. all right handy. We did the Superior Producer as a boat dive, not as a shore dive. Honestly, a mix of boat and shore diving worked great for us on both islands; we split about 50/50 shore / boat on Curacao and more like 75 / 25 shore / boat on Bonaire.
The spare tire on the RAV4 we rented from Budget on Curacao, as well as the 4 wheels & tires on the ground, had a large orange stripe painted on them (tire and wheel). The rental car folks said this is how they discourage such theft on Curacao, and each rental company uses a different color.
Bonaire doesn't even make that much of an attempt like painting tires and wheels to discourage such petty theft. We had my wifes non-diving parents with us for several days on both islands, so I sprang for the 4 door truck with the most creature comforts while on Bonaire, and got a free upgrade from the basic insurance to full coverage using the following link. Be sure and print the page and present it at the counter when you arrive if you do the same thing, as this free upgrade wasn't exactly waiting for us on arrival, but was happily extended once I produced the printout to the girl at the counter. This coverage allows you to keep the windows up, doors locked, etc. with a minimal deductible. We had zero hassles, and I had happy in-laws - a win-win arrangement! It's also diesel powered, and diesel cost about one third of what gasoline cost on Bonaire at that time (May 2004). I bet that ratio still applies; I figured I'd paid for the upgrade to the nice vehicle on fuel cost savings anyway, as we drove the in-laws the length & breadth and everywhere in between on the island the days they were with us, for their photo stops, as well as our shore diving excursions.
http://www.abcarrental.com/travelguide/
http://www.abcarrental.com/insurance.htm