thanks for all the thoughts and responses. these are good ideas. He is an aware and socially astute kid, who looks old for his age. He is an outgoing child but I don't think he'd get stuck talking to anyone who gave him the creeps. He is not generally a target of bullies, its just that this seems much more likely than stranger abduction. We have discussed on numerous occasions what to do if he is lost or separated from me (do not run- stay close to where you are, immediately approach a woman with children, any woman, uniformed police officer or bus or train driver, crossing guard, doorman and explain that you are separated from your adult). I've always said not to worry about being rude if someone is giving you a bad feeling or if an adult tells you to do something you know is wrong. My son can be really challenging but one great thing is that he doesn't really care what other people think about him.
Believe me I do have my moments of worry about stranger abduction, it actually is something that happened very tragically to a close friend of mine when I was a child, as he walked to the school bus alone. My parents had a terrible time letting go and allowing me to travel unaccompanied but by the time I was 9 or 10 they did allow it, at least occasionally, around NYC. And I rode public transpo alone to and from school starting in 6th grade. And crime is WAY down since then! Anyway, objectively I know that stranger abduction is extremely rare.
I would never allow my son to walk around listening to ipod or playing games, ugh. I expect when he's older he would do that anyway but at this age he will still listen to me on that one.
I am not sure if the city is more or less dangerous than the burbs... street crossings all have lights and crosswalks, obviously there are sidewalks everywhere, there are always plenty of people around, there are businesses open... but then, obviously, there are more cars, more people, some tiny portion of whom are-- is evildoers too dramatic of a word? I think we'll start with some shorter walks and I like this idea of me shadowing him at first to see how he handles himself.
For his belongings-- we could get a locker at ballet school and he could keep his ballet clothes there (we'd have to switch them out on a regular basis but we could come up with a system for that). Ballet ID, phone, and emergency cash and contact info would have to be in a wallet/bag in his bag, always in the same place. I do think that the time management and keeping track of his belongings will be a learning experience for him!