We walked from the Sheraton through the big shopping street Jiron de la Union to the Plaza Mayor on a Wednesday evening at about 8 pm. It was very busy with shoppers and we did not feel any risk at all. There was a band playing on the Plaza Mayor in front of the government Palace, shown also on big videoscreens which was fun to watch. Pretty girls in brightly colored dresses were doing photo shoots which seems to be popular in Lima, also observed at the fountains. All the buildings around the Plaza are immaculately maintained, quite a contrast with the rest of Lima. I found this Plaza more impressive than the also nice Plazas of Cusco and Arequipa. Good restaurants can be found in a street called Ancash quite close to the Plaza.
This review is the subjective opinion of a TripAdvisor member and not of TripAdvisor LLC.