I take my rats with me sometimes when I go out, I have a hoodie which they feel safe in the front pocket of, sometimes they will come out and climb up onto my shoulder, if I'm sitting somewhere they will usually come out and sniff around but they never go too far from me or my fiancee who they also know. I've taught my rats not to eat cables so they're allowed to go around my apartment when I'm there freely, except the few places they're not allowed but I've taught them this also.
As for any dangers I highly doubt any predatory bird would try and swipe one of my rats off my shoulders, these birds don't come anywhere near so close to humans, I am aware of the dangers while outdoors though, I've seen a hawk snatch a sparrow who was flying near my friends balcony. Mostly when I bring them places it's just to work or to other friends places. The older one especially seems to quite enjoy riding on my shoulder outdoors, she like's sniffing everywhere.