Really, it's all about going where it's safe to go, and avoiding places where it's not safe.
Every time I hear about "undercover reporter killed while infiltrating syrian terror group", I shake my head. It's their call. They're trying to do something that'll get global attention, I get it. The rush must be worth it.
And "hikers captured as spies along the North Korean border" is another laughable one. Why would you get 1500 miles from any place run by a dictator like that? I suppose the scenery on the border is just that good?
Stay where you're safe. Venture elsewhere when you HAVE to. Or at least accept you are willing to trade life for that rush.