Roxy,
Phuket is safe. Loads of tourist walking around Patong till very late at night, so don't worry. But use common sense. Don't get falling down drunk and decide to take a short cut home through some dark alley at 3AM. Actually, though, no one has ever bothered me when I've done that.
Tuktuk's are cheap and can be found literally everywhere on Patong. Negotiate price before you get in.
If you book Fantasy through your hotel, they will probably have a van to pick everyone up and bring you back after the show.
Have fun. By the way, I live in SE Asia and am planning my vacation to South Africa. Is it safe to walk around in the evening?