It's a small town, and a safe one. The local beggars did seem more savvy to the tourist crowds than elsewhere in the region, though, so you might get some harassment. We were asked for money for being shown the way when we didn't need any help, but it was all very polite and friendly.
Just a quick word of warning which doesn't only apply to Colmar. The WC in the Gare du Colmar has an automated door and requires .50cents to operate. The Station is not always manned if you need to get change. It will only take a 50 cent piece nothing else.
I learnt in Colmar that I should never be without a couple of 50cent pieces and I was glad that I did as this is a rather common situation in many European towns and cities.
Many restaurants in Colmar were closed for Christmas holidays. Usually it's not a problem but to dine on 1st of January - really The Mission. Almost all restaurants are closed this day, and looking at the crowds of tourists near closed cafe-bar doors, we occupied chairs in the bar at 4 pm and waited for food long time enough. But what can we did??? The waiters and cookers have a right for New Year relax too))) So, eating tart flambee at last and looking at disappointing faces of incoming clients we considered this as a real quest)))) we have reached upper level of the game)))
This city seemed fairly safe even walking around at night. I was pleased that I chose Colmar as my base and place of lodging.
Strasbourg - Although I only visited for part of a day, it seemed as if many portions of this city were not safe. The train station was fine, but very close by were gypsies, vagrants, and I was even approached by a gang of kids....wasn't sure what they wanted with my limited knowledge of French, nor did I inquire. Would not want to be walking around there at night.