I was in Chicago several months ago and I took my Sony P&S because I was worried too. Fears totally unfounded...I had a great time and I walked until 1 AM. The city is well lit and the are crews of people sweeping the streets all night long. That is one of the cleanest big cities that I have ever seen and the people are super cool. From my experience, you will be fine with your DSLR walking at night.
I wish that I would have had my DSLR but here are my P&S pics
http://www.flickr.com/photos/johnrudolph/sets/72157634370050502/