This is funny. Since we are sharing stories, I'll weigh in. I bought my rural property a few years back and got the same welcome. "well, watch out for this guy, but this other guy is OK", and so forth. And as others have said, do your own independent research on the matter. I've found the neighbors to mostly be helpful, but one if particular is quite full of bologna. He'll tell you a tall tale if you let him, but if you show him he's wrong, or at least why you think you're right, he's respectful enough. I'm a youngster in the community. I was 25 when I bought the place, and surrounded by older neighbors in the 50-60's at least. I think partially they are shocked to see a young man break out like this, bad also partially impressed.
Anyway, day one we got the "warning" not to go down to where the road turns to dirt after dark, as that's where the trouble lives. My wife was concerned of course. I just reminded her that living in the suburbs you are no safer, as crime and trouble goes where it wants to. All you can do is establish a boundary, and let it know that such activity is not welcome, and won't be tolerated. No, don't put up a "I HAVE GUNS!" sign. That just annoys most folks if they were already there and you moved in. How you treat your own property, and how you treat others will establish the appropriate relationship.
Knocking on wood, we've had no issues with vandalism that I can really site. There was once that someone used our driveway as a parking spot, then cut the neighbor's fence and stole stuff out of his barn. But they seemed to have walked right by my stuff and left it untouched. I keep things locked up or tied down. Crackheads will take what they can carry. Dedicated thieves will take it no matter what you do, as they'll plan an assault. Basically, just don't make it easy to abuse you, and often times folks won't try.
We are finally getting ready to build, and are a bit apprehensive about the risk of someone trying to steal the building materials. But hopefully maintaining a good daily presence until we are moved in will deter any sticky fingers.
If you're neighbors learn to respect you, they'll look out for you too.