be safe/ have fun

The incident mentioned sounds valid. There was a cluster of incidents involving American and other expats over about two weeks that I know drove up anxiety levels in some the community members. Its all pretty random and I have no idea if expats in particular were targeted or just people in nice houses. The precautions mentioned are all sound. It all about reducing risk and not making yourself a target.

Are there any expats in Nairobi who don't drive everywhere and who don't live in armed and guarded fortresses?

There are plenty of these. Many of the NGOs don't pay their folks much so they stay on the economy in less than secure areas and take matatus about. Some of them get their wallets/bags stolen, some don't. The last two people (both female) that I know that have been robbed, were walking alone at night and not in a busy area. The incidents were both over quickly with no trauma. After the wallet was snatched or bag handed over the perps fled the scene.
It will take some changes in habit, but you can still get out and enjoy yourself in Nairobi day or night. Don't take the fact that you have to take precautions as an indication that its an unwelcoming place. Its a great community and great place to live.
case in point - I'm off to Aberdare this weekend; stayed local at Nairobi National Park, Elie Orphanage and Kiambu last weekend; Nakuru the weekend before that and many local nights out in between,
adam

I agree with Adam.

I think, keep an open mind, learn some swahili in order to understand the culture a bit. Don't be frustrated, bossy and patronising to house or shop staff or anyone else, thus making yourself a target for something like an 'inside job'/burglary. Many of the house break-ins sadly are started this way but obviously by no means all of them.

I'm ashamed to admit I find myself cross and frustrated occasionally but I do try to stop myself from showing it where possible. You see it sometimes at the shops where an expats are throwing their weight about (honestly, it's most often the white Kenyans who are behaving unreasonably - if they lived in the West, they would soon realise that this sort of behaviour would not be tolerated). To be honest it's easy for all of us expats to find ourselves losing our temper from time to time - but it's just not worth it. Things can be slow compared to the West. ATM machines down, supermarket queues long, misunderstandings arise - just smile at all times and take it in your stride. Don't bring too many western values to Africa. Slow down and enjoy. Make the most of and appreciate the fact that here you have help in the house (if you don't want this, you don't have to have it), delicious coffee, great adventures and the sun shines every day!