I used to do a lot of what you call urbexing, way back before the term for it existed. Both in and under cities (my particular fascination is drains, tunnels, sewers and other underground structures) and in old mines and industrial sites. Ghost towns are especially fascinating, especially those of the gold rush era. I used to live in Walhalla, one such in the mountains of Gippsland, and loved it. I and my mining partner actually worked a couple of the old mines, and made enough to live on. We explored a lot of old ruins too.
And you can meet dangerous people anywhere!