How about some in_between?
There could be some guards patrolling the roads, but with a rather low frequency. They also should have considerable strength, but not quite overpowering a strong character.
So weaker characters would have the possibility to gather around those patrolling guards or form a travelling group of their own to cross some dangerous space. This would, in my opinion, promote RP, as people would have to interact with each other. There could also be some characters acting as protectors, accompanying such a group (maybe for a fee?) and earn some money or theit living that way.
Generally I\'m not in favour of a fixed zone-based system, as it looks rather unrealistic to me.
You CAN pick pockets in towns, just find a victim in a less frequented alley, and you can also kill others in town, for the same reason. It should rather be person-centered, like guards patrolling the town or a road create a small security zone around them, alerting others when they witness a crime.
That should be enough for the moment ...