I don't have any older children of my own, but do have a 9 year old step-daughter.
Between me & my OH, and her mother, she knows that she is never to go off with anyone she doesn't know, she knows that if a stranger tries talking to her that she should walk away. She knows how to call the emergency services. She has memorised her mothers & our addresses & phone numbers, and knows that if she gets lost, that she can phone the police. She also knows the basics about road safety, fire safety etc as they get taught this in school.
We have bascially tried to teach her enough stuff to keep her safe, but without making her afraid of everyone & everything - I think that can be unhealthy if kids are too scared of everything. In some ways, me & OH can be a bit over-protective........we are both Police officers, and so we see first hand the creeps that are out on the streets, but I would rather be over-protective than have something bad happen.