It's extremely difficult to classify the safety situation in East Africa - and I am only trying to give advice based on previous experiences. Please do more research of your own before you travel. You do have troubled spots in East Africa, but a majority of places in all of the countries - Uganda, Tanzania, and Kenya - remain very safe. Thousands upon thousands of tourists visit these countries and have no problems. A good rule of thumb is that big cities tend to have more problems - thieves, hustlers, drug dealers, and overall chaos, while the countryside tends to be more relaxed and safe. Nevertheless, there are problems in some of the rural areas, specifically the areas that border Sudan, Somalia and the Democratic Republic of Congo. These tend to be where problems happen and it's best to avoid those spots all together.
Here is a breakdown of the problem areas in East Africa. Remember the chances of something happening to you are very, very slim. The East African governments take pride on protecting the tourists because they bring much needed foreign revenue to the country.
Tanzania
You can travel anywhere in Tanzania. There are no armed factions, gorilla groups, or wars with bordering countries. Tanzania tends to be the most peaceful country in East Africa and is often the moderator-country regarding problems with its neighbors (i.e Rwanda and Burundi). The policemen, although corrupt, tend to leave tourists alone and are usually quite nice. Problems in Tanzania would be wandering around Dar es Salaam at night, or at Kariakoo Market, or walking down the beach south of Dar es Salaam at night. Arusha can be a little bit crazy, with street hustlers trying to sell you're CUT 'RE a safari, but overall there isn't really much to worry about in Tanzania. Hakuna Matata!
Kenya
Kenya used to be a lot like Tanzania; a safe, wonderful African country where tourists would flock to see the impressive animals and mountains. Unfortunately, over the years, the economy has decayed, the government corruption has become worse, and the security situation has destabilized, mainly in the north near Somalia, and in the capital city of Nairobi. Since most travelers fly to Nairobi and use this as a starting point, it's best to make this a one or two night stay before basically getting the hell out! Nairobi is known among the traveler circles as "Nairobbery" - and for good reason, just last year there were more than 1200 cars stolen. It's definitely a place to keep your wits about you! I wouldn't advise spending too much time there, and I would use a taxi for moving around the city even in the day. Many Kenyans and Tanzanians are equally uncomfortable in the city.
Also, if you're headed to Lamu via Malindi in a bus, inquire about the security situation. There have been a number of Somalian bandits robbing buses. Travel between Isiolo and Ethiopia is done in an armed convoy, due to the threat of banditry. Legion of people travel this direction, so it's safe in a group, but the occasional problems do happen.
Uganda
Only a few years ago, there was a glimmer of light in Uganda, where it almost looked as though Uganda was free of security problems. Unfortunately, this has changed again and, once again parts of Uganda are close to off-limit because of fighting and banditry. Generally most of southern and western Uganda are safe - the areas to avoid are in the north, including Murchison Falls National Park, where everyone is going to see the mountain gorillas.
The mountains and parks near the Democratic Republic of Congo, which used to be unsafe, have been secured by the government - supposedly.
Questions?
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