Hi Jenny,
Don't listen to the doom mongers, it's great here, as long as you are aware of where you are, what you are doing, and whats around you.........just like any major city in the UK then!!!!!!
I have been here with my partner for a while now and we both love it, we have never had any problems with security and never felt threatened in any way, but we are careful and observant. Your hubbys company should take responsibility for introducing you into the environment here and selecting a safe area but basically the Northern suburbs are the place to be, anywhere around Sandton (where we are) Bryanston, Fourways, Modderfontein is also OK.
Let me know if you need any further information, but seriously you don't have to worry its a great place to be.
Graham