What does "security" mean in your world? National security? Personal security?
Like most Americans I've had the luxury of not worrying too much about security. Even when I lived in the big bad city on the south side of Chicago I tried to pay attention to things around me but was never too worried about my "personal space" or my possessions. (But then I'm a white male so my view of the world is a bit skewed.) But in Ethiopia the American embassy recommends that foreigners "avoid transportation hubs and public gatherings and pay attention to events". (There have been a couple bombings in the Merkato area of town in the last year.)
Physical security is both obvious and important here. The federal police (and military, I think) are present at any public gathering (they seemed to be wall-to-wall at the Great Ethiopian Run in November) and even visible throughout the city. (Most of them, including a couple guys just down the street from my house are armed with automatic weapons...I can't help but wonder as I walk or drive by whether the guns are loaded and if these guys know how to use them.) The Prime Minister's palace has prominent guard houses along the perimeter fence with armed guards. We are repeatedly warned not to take photographs of government and military installations. They even kept my camera at the guard shack when I went to the central post office to mail a package.
When you enter a shopping center or public building there is a guard at the door that wants to look in your bags or pat you down before you can enter. The Hilton Hotel (a significant gathering place in the middle of town) has guards at all the gates. Since an "unspecified threat" last fall they have started searching cars as they enter. (It can take an hour or more just to get into the parking lot.) Given the events in Mumbai and events like the African Union Summit next week this level of security makes sense but it takes some getting used to.
One the first things I noticed when I got here is that everybody lives behind walls. The walls range from corrugated steel sheets to elaborate stone and stucco. Anybody that owns anything keeps it locked up or guarded. Houses are "villas" with walls surrounding the yards to the point that you usually can not see the house from the street and feels like you are walking or driving down a narrow alley between high walls on either side. (This is not unique to Addis Ababa...I've seen the same thing in India, Nepal, and Mexico.) The entry gates range from plain to fancy and seem to embody the whole "lock everything up" mentality to me. I have collected some pictures at http://www.prairiesystemsgroup.com/gates as examples.
Like most things, you get used to living with a higher state of security after a while, but it still seems slightly oppressive.