Use common sense. You are no more likely to be harassed, raped or murdered on a photo shoot than in everyday life. 

If you are unsure about the photographer, check out his references (contact other models he has worked with). If, after that, you are still unsure, don't work with him or her.

Do tell someone where you are going.

I cannot say with any authority whether a model should be accompanied by a chaperone. For my line of photography I would say that if you feel the need to be chaperoned, you are welcome to, but you may be a little too paranoid. Do some background checks instead. In my experience, chaperoned models can be inhibited, too self-conscious and are often unable to open their soul to the camera.

On the other hand, on location, a chaperone with the right attitude can sometimes be useful (carrying equipment, holding lights, etc.).

Never bring your partner, lover, boyfriend or girlfriend as a chaperone. It is very likely poison for your relationship and it may well inhibit the photographer.

There is one very important exception, though: If you are under-age, you must always be accompanied by an appropriate adult (e.g. a parent or manager, who is authorised by your parents).

If you are worried about safety on a planned shoot with me, I can put you in touch with models with whom I have worked in the past.

If you want to phone a friend to say that you have arrived safely, you are welcome to do so. During the shoot, however, mobile phones stay switched off.