I walk home in the dark almost every day. Now I'm paranoid my phone will die or the ridiculously bright flashlight clip I have on my keychain will stop working when I head home from the cafe, now.
There's always a bit of a creep factor, though I usually feel it in more public areas, such as Wal-Mart. Too many people around for you to truly tell if one of them is just following you around while you obliviously check to see if they have any deals on something that you want there...like an epic battery station seeling AA/AAA batteries for 97cents a pack (best day of my life, LOL)