Yuma has an undeserved stigma of potential crime due to it being a border town. However, as far as crime, it's no more or less than Glasgow Montana or Grand Island Nebraska. But, like any small city in the USA, there will be areas where traveling alone at night probably isn't the best idea. As someone said in a joking manner (although there is a ring of truth) your biggest worry is drunken military. Exercise the exact same caution that you would in any unfamiliar surroundings until you become accustomed to the place and you'll do fine.