what julian said - if you're really worried, pay $10 for the attended parking.
otherwise, if you get there early (say, a half hour before the opener) you should be able to find street parking within a block or two of the club under a street light. if you walk out with the crowds at the end of the show, there should be enough people also going to their cars that you'll have coverage.
personally, i've never felt nervous walking out of the club (i live a 15-20 minute walk away, and almost always walk). my biggest fear - nay, annoyance - are the occasional beggers that ask for money (again, zero actual agression just persistant requests). i think the 'hood gets an unfair rap. yes, there was that girl-gang attack a few weeks/months back... that's one incident out of how many shows? every time i've driven, my car has never been vandalized, just don't leave valuables in plain site. you'll be fine.