I too cache alone. I sometimes take my dog, but he's only 20# and not yet a year old. Somethings that I do to feel safer are:
1. Let people know where I'm going.
2. Try to stay in reasonable areas. NO long or major hikes involved. Cuts down on fun some, but logic is sometimes the wiser move.
3. Carry a cell phone incase you get injured, lost or otherwise need help.
4. Survey your surroundings before you embark on your search.
5. Pay attention to who and what is around, and not just to the GPS in your hand.
It stinks that we women have to go it alone, but at least we are adventurous enough to try.