Yo...Im currently a sophomore at SCAD doing Game and interactive design. Dont let the crime stuff get you down, every city has some form of crime. All in all its not that bad, just keep in mind that you have to be a little more careful.
As far as the school goes they really have some amazing programs here and a lot to take advantage of. Their connections are also pretty nice, lotta high profile stuff going on and people coming in. Having the school act at the middle man between you and the company really is a great benifit.
As far as what major. All the ones that were mentioned were viable but i think all in all the best choice would be Illustration. It specifically focusses on creative drawing/painting which is essentially what concept art is. The sequential department is good also, and you can learn alot about storytelling, but i would suggest you take those classes as electives or consider taking it as a minor.
The one thing about SCAD though...theyre pricey, as you might have noticed already so get ready for a beating, but if you can afford it i would say that its definately worth it.
Hope that helped, lemme know if you have any more specific Q's
"The sky was the color of television, tuned to a dead channel" -- William Gibson