Cotonou is said to be a dangerous city. That is true if you behave like a fool, but if not, everything is fine. I didn't experince any trouble, too. You can cross all areas in Cotonou without trouble. I even visited the big marked at Dantokpa. It is like every other market in the world, you can find pickpockets there as well...
You should avoid taking a Zemijan (motorcycle taxi) in the nights between midnight and 3 a.m. The majority of the people does not seem to have a driving license, you must be careful. But no panic: It is all a bit paranoid after my opinion. I see a lot of Policemen in the streets of Cotonou during the day..
Cotonou is said to be a dangerous city. Even though I didn't experince any trouble, there are some areas in Cotonou you should avoid. The Plakodji area close to the beach is a place where even locals avoid. Also the harbour area (1 km to the west) is also dangerous. The big marked at Dantokpa (Grand Marche) is very crowded, and pickpockets are not uncommon.
The local middle class are even afraid of taking a Zemijan (motorcycle taxi) in the nights, and many of them hire cars with known drivers. It looks a bit paranoid after my opinion. I didn't see any Police in the streets while I was in the city, but there were many of them along the road outside the city.
This was by far the most nervewrecking city I visited in West Africa - I was afraid to walk across the street because of the many semijans and as far as I noticed there was no specific rules (that could just be me though).
The pollution was also worse than anywhere else I've been and if I ever decided to visit cotonou again I would definitely invest in one of those things that covers your mouth and nose.
Besides this the area around the big market and the harbour should be quite dangerous. I didn't experience anything and people were quite kind (however not as kind as in other west african big cities). But the hotel staff seemed a bit worried that I was a woman travelling alone in cotonou
There are some bad places:
There is a square by Stade de l'amitie that certainly isn't save at nigth, but I have also been robbed by day, by four guys with a knive. So be careful there.
An other bad place is of coure the harbor and the beach nearby Hotel de la Plage (the Hotels have their own litte beach with guards, so there it is quite save).
It's also very dangerous to swim in the sea because of the strong currents, but some places can be save. Be sure before trying. And last but not least: forget swimming in the lagune. It's polluted and there are lot of little invisible nasty creatures in it.