Sosua is a fairly large town, its safe to get out and about during the day as long as you take the usual precautions, don't look too wealthy, take too much cash, keep your bag across your body and away from the roadside, keep your camera hidden. Its pretty mad with chaotic traffic and you do get hassled to go into people shops. I'm not sure how safe it would be to go out at night unless you got a taxi. Its not like any town I've come across in Europe.

Playa Dorada is a gated community of hotels with a central shopping mall where you can have a drink and a meal and do some shopping. Even as a woman on her own I felt perfectly safe there.