Yes, one needs to take care when visiting NOLA cemeteries, as safety can very much be an issue.

St. Louis #1 and Lafayette #1 should definitely be seen only via tour. Save Our Cemeteries gives tours of both. St. Louis #3 is one where a tour might not be a bad idea as well, though you are may be okay without one. The ones out by the "Cemeteries" streetcar stop are better choices to explore on one's own (Cypress Grove, Greenwood, and Metarie are all here). St. Louis #2 is in an awful area (surrounded by a notorious housing project) and should be strictly avoided unless you're going on a professionally-led tour -- and good luck finding one that will go there.

As november_moon mentioned, the problem with NOLA cemeteries is that the tombs are above ground, often fairly tall, and (especially in the older burying grounds) very close together. There are tons of great places for muggers to hide in them.