Durban week was fantastic, definitely the more "unusual" part of the trip. This was mostly by design, since we wanted a more easy-going, relaxing week to start the trip and we had the luxury of the house, though I think the regions inherently suggest this type of itinerary. Cape Town was definitely as advertised, a ridiculously beautiful setting, incredible flora, and Boulder's Beach is one of the nicest beaches I've seen, even without the penguins. I would have loved more time there (like forever!) and it seems like a fantastic place to live year-round.
In the Durban area we focused on what we missed in Cape Town, exploring the indigenous African culture and seeing big game. We spent a night at the Simunye Lodge north of Eshowe, where you head into the hillside to meet Zulus, learn about Zulu culture, and sleep in a tourist version of a Zulu hut. Some of it was clearly for our benefit, but it also felt quite authentic and didn't have the Shakaland vibe at all. We spent a day at Umfolozi and had great luck for a single outing (including male and female lions just off the road), before finishing in St Lucia where we saw hippos and crocs. St Lucia seemed like a great place but we had pretty bad weather (cold and rainy) so we didn't really get a chance to experience it.
I was intrigued about Durban because of the mixture of Indian and African influences, but downtown was too big and messy to be easily accessible and we only spent an hour or so exploring it. That might have been the only time we felt insecure at all, very slight though and more "uncomfortable" than anything else. I don't have much to compare it to since we didn't tour Johannesburg at all and haven't spent any time in other African cities, but it definitely wasn't like the harassment you can get in Egypt or India.