Our journey to Sao Paulo didn't predispose us to like the city. After 19 hours on the bus over the border from Iguazú, we arrived to find the city laid low under a grey drizzly sky.

Sao Paulo is home to 17 million people – the largest city in South America – and is known as the creative centre of Brazil. Unfortunately Sao Paulo was also once known as one of the most violent cities on the planet, racking up over 700 murders a month in the mid '90s. So whilst I was looking forward to seeing some of the amazing art and architecture that I'd heard about in Wallpaper over the years, Sarah was terrified that we would end up a crime statistic.

The art and architecture we saw was pretty impressive. The city reminded me a little of Beijing in that the town planners, if there actually are any, seem to have given the architects free reign. The most obvious examples of this are the stunning Edificio Italia and its wavy neighbour the Edificio Copan, but Avenue Paulista, the financial centre of the city, was similarly avant-garde.

Touring around theses sights I don't think I quite grasped the level of fear Sarah was harbouring until we were walking around the area near our hostel the first evening. Suddenly Sarah grabbed my arm and hissed at me to put the camera away, after observing a teenager standing at a bus stop - minding his own business and sheltering from the rain in what Sarah clearly regarded as a suspicious manner

This paranoia peaked when we took another James-patented 'scenic route' down a busy road under an underpass to get to a museum. First of all we saw a gang of young girls who were 'clearly prostitutes', that is, wearing short skirts, and shortly after Sarah nudged me in the ribs and whispered that we were being followed. I stopped by a busy shop to let whoever it was go past us: it was a clean-shaven young man wearing a polo shirt with his name badge pinned to the front on his way to work. Another criminal mastermind.

To be fair to her, the city does feel a little more edgy than most places we've been. Even the supposedly risky centre of Lima felt less dangerous. Walking through the CBD at lunchtime we saw genuine prostitutes soliciting biz in bras and denim hot pants, and derelict skyscrapers home to hundreds of homeless people. We clambered over dug up pavements down empty streets. All those cues that tell you that you should maybe be watching your back a little bit were there in abundance. Shuttered shops, broken windows, bad graffiti and cardboard nests in doorways.

Once we got into the shopping district it was all different though. Christmas clearly means something here, and the just-a-pound shop equivalents that seem to predominate were doing a roaring trade. As we got further into the xmas frenzy we came across the Mercado Municipal, an incredibly grand building housing what is probably the finest market we've seen on our trip thus far. Cured meats, spices, fish, poultry and all manner of exotic fruit tumbled from a thousand well-tended stalls. Given the general level of wealth we had seen up to that point I'm not exactly sure who could afford to buy all these things, but nevertheless the market was crowded with shoppers. I think this is my main impression of Sao Paulo; the very physical division between rich and poor. The public spaces and infrastructure seem dirty and best-avoided, and the rich stay inside their gated communities, armoured cars and body-guarded restaurants, living their lives apart.