I live in Colombia with my wife (she's Colombian) and feel like I can give a fairly good security briefing.
General rules to stay safe in Colombia:
In general the average Colombian criminal in a big city is pretty lazy and cautious. It is similar to the way a lion in Africa usually goes after the weakest animal, or most susceptible animal. They want an easy pay day with minimal risk. Almost all the robberies happen to people who are walking at night in dimly lit areas with minimal people around. Someone joked that they are not afraid of Colombian criminals because they had never run into a Colombian who knew how to fight. In general Colombians are pretty skinny and do not weigh a lot. If they are going to mug someone and beat them up it is probably going to be someone who is drunk and coming out of the bar.
It is a good idea to carry a dumby wallet here. Don't keep all of your important stuff in one location. If you have 2 debit cards, make sure that the thieves only get 1 card. Same thing with identification.
If I have to walk at night here for 10 minutes or more, I like to be carrying a

bottle in my hand. I usually drink the

and than keep carrying the bottle with me in my hand until I get there. The problem with carrying weapons is that they can potentially be used against you. I would much rather have someone use a

bottle against me than a knife.
My take on carrying a

bottle is you are 10 times less likely to be approached by a potential criminal if it looks like robbing you could be risky. None of these guys want to go back to Colombian jail.
A. Big Cities
1. Try to avoid long walks at night. Didi and Uber are incredibly inexpensive and safe here.
2. If you are going to walk in a city at night, only walk in well lit areas with lots of normal looking Colombians (not homeless people). Walking on streets that have lots of open business's is a good idea.
3. Want to stress the importance on walking on "well lit streets at night in big cities in Colombia." It is my opinion that 95% of the robberies of tourists that happen here are a result of a 2 man moto team silently sneaking up on tourists from behind in dimly lit areas.
3 a. Walking through neighborhoods at night that have a lot of normal looking Colombians socializing on the sidewalks outside, walking dogs, parties is a good way to stay safe.
4. Do not go to the "city center" aka "centro" at night. Pretty much all the major Colombian cities have dangerous city centers. Lots of drugs, criminals, and homeless people there.
5. Bogota is very sketchy at night. General rule of thumb is you are safe walking at night in the East part of Bogota. From Chapinero walking North you are safe if it is Carrera 13 or East of there. If you are going to walk there at night I recommend walking on Carrera 7 at night, because there is a good police presence there. Again, Didi and Uber's are inexpensive so I highly recommend not walking at night.
Recommend not trying to use the Trans Milenio public red busses in Bogota, because there are a lot of pickpockets in those stations and buses. It is a horrible public transportation system.
6. Medellin: One of the safer large cities in Colombia. Has one of the best metro train systems in South America. The metro train is very safe in Medellin. Unfortunately, there has been a large uptick in crime against tourists in Medellin in the last 2 years. I have seen way more police activity in the Laurelles area here, than I ever saw in the past. I saw the police at an intersection in Laurelles pull to criminals off their motorcycle and arrest them. On Dec 24th my wife and I got robbed at 8 pm by a 2 man moto team about a block away from a police station in Laurelles.
Poblado is the popular area for international tourists in Medellin. There has always been crime against tourists in Poblado, but there has been a huge uptick in crime there in the last 2 years. It is not a good area to walk around in at night. Better to take Didi's and Uber.
Dangerous metro stations in Medellin at night: Niquia, Bello, Madera, Acevedo, Universidad, Hospital, Prado, San Antonio, Parque Berrio, Cisernos, Alpujarra, Exposiciones, Industriales, Poblado, Aguacatala.
That is a lot of stations so here are the highly dangerous ones in my opinion at night: Parque Berrio, San Antonio, Cisernos, Alpujarra, Exposiciones, Prado, Hospital, Universidad.
Cali: Never visited before, but I hear it is a sketchy city to walk around in at night.
Cartagena: Haven't been there since 2008, but it was a tail of two cities from what I remember. Poor side, rich side, lots of prostitutes walking the streets. Not too safe to be walking at night. Haven't been back, because I was not impressed my the initial visit.
Turbo: Do not go there. It is a port of entry for drugs into Colombia.
Manizales, Pereira: Recommend visiting these two cities for an extended time. Safe, walkable, better examples of normal Colombian life.
Good small towns to visit: Jardin and Jerico.
btw: The Colombian cities close to the border of Venezuela are not very safe. I recommend staying away from that area.
Note: If you ask the locals in Colombia if they have every been robbed before, most of them will tell you that they have. It is a somewhat culturally normal thing if you live in a large city in Colombia. There is a lot of crime in the big cities and a lot of poverty and desperate people. The potential thief can possibly earn 20 times more in 1 night than what they could make in a month of honest work here.