It is always recommended you use water first, and then baking soda.
As to acid attacks, many "dangerous areas" as you call them are taking steps to remove highly acidic substances (like noted here, 98 percent concentration and higher, the stuff that does really bad damage in those rare, but horrific events) from the mainstream markets. IDs are now required to purchase those acids and forms relaying the intention of the purchase are also mandatory. Courts are giving harsher sentences to acid-throwers, which will discourage those attacks. Furthermore, as education takes off in those alleged dangerous areas, attacks like this are alleviated as people learn the whole extent of what they are doing and learn to solve problems verbally.
But, if you are worried, carry a bottle of water and a bit of baking soda with you in your bag or backpack if you are traveling. I think that's a perfectly wise decision if you are worried. Most attacks result from jilted lovers or abusive husbands, wives, or just other sick and twisted individuals. Activism is on the rise to stamp this out, though, and we're seeing great progress.