I went to San Jose Del Cabo for a week, by myself (female).  I took the bus to Cabo San Lucas several times, and felt perfectly safe.  Just make sure you know where to get off, of have someone write it down for you in spanish.  I got some well meaning help from a local, got off at the wrong spot, and found myself wandering around at 9:30 p.m. in some neighborhood.  I knew basically where I was, could even see the hotel row not far beyond, but couldn't figure out how to get there.  (I am prone to this type of behavior).  A jogger directed me, and I was fine.  I still felt pretty safe, although I was glad to get back!

 Buses are cheap and come along regularly, just make sure how late they run, cuz a taxi ride could cost a small fortune.  Happy traveling!!