I read about a group called Brite Music which has made products since the 80s. Their Safety Kids progam (digital version) is on sale right now for only $17.95. So far, I've done the first group with my kids (4, 6, 8)--and they've all really liked it. Four year old finally learned her phone number too...thanks to the song. I think it was started by a Mormon woman, but I haven't really noticed any religious references. It's secular as far as I can tell. I'm not sure about the other sections yet--as I haven't used them, but $17.95 got me all three, when the first one was $15.95. It's a special which I think goes until September.
Safety Rules that are taught include going with a buddy, knowing your telephone number, asking a grandma or lady with children for help, not being afraid to say no, etc. It's a little dated as there's nothing about digital safety/etc., but honestly--from what I've seen, these basics still apply. Still good for PreK-2nd or 3rd grade... maybe older.
They also have a character set called Standing Tall. You can buy individual character traits--honesty, work, cleanliness, service, self-esteem, gratitutude, obediance, happiness, etc. Or buy a complete digital set for $140.00. I think it's secular as well as far as I can tell. I've heard good things about the Work unit and the honesty unit... but I haven't downloaded them yet. I think it's good for PreK to maybe 2nd or 3rd grade.