As an outsider who has been to Toronto many times I can say that it's not really any worse than any other city when it comes to crime and stuff. I lived in the downtown area for about 3 months and never had anybody mess with my MP3 while I was there.
I've been to the Markham area before and my understanding is that it's a really nice area of town to be sure.
As far as amusement, in the immediate area of Markham you can check out the Pacific Mall which is on Steeles Avenue...it's a fun mall that is heavily slanted to the asian population I'd have to say. There are a few aftermarket car stores, places to buy funky clothes, lots of electronics places, tons of food and a cool arcade(try out some Dance Dance Revolution there)
For a little more adult entertainment(ok a lot more) check out Whiskey a Go Go....can't remember the address, but if you are in Markham, it's close. It's the best strip club in the Toronto area I'd say.
Maybe if you said what sorta things you were wanting to do it'd be better. I know that Canada's Wonderland amusement park(also nearish to Markham) should also be open now too so that'd be a ton of fun.