The Wine Country is generally a safe place for travelers who observe all normal precautions. Most visitors will feel safe walking at night in all the smaller towns and in the downtown area of towns like Sonoma. Still, the largest towns, such as Napa and Santa Rosa, have a few rougher areas (typically far from the tourist spots), so you should check with a local before you go wandering in unknown neighborhoods. Car break-ins are not particularly common here, although it's always best to remove valuables from your car, or at least keep them out of sight.
The main danger you face in the Wine Country is the threat of drunk drivers. Keep an eye out for drivers who may have had one too many glasses of wine, as well as for bikers who might be hidden around the next bend in the road.