I recall that in the USA about 25/30 years ago they did a statistical analysis of mid air collisions and very close airproxes.
The highest risk was if you were within 10 nm of an airport with mixed VFR/IFR traffic - very often these airports were equipped with radar. In the open FIR there tends to be a fair amount of random separation built in (apart from certain choke points) so although you might get a fright by having an airprox the chances of a midair collision are relatively low.
I often call Class G "jungle airspace". To many airspace users (including me!) the idea of a control service in the open FIR is something of an anethma. There are ways of sensibly mitigating the risks many of which have been mentioned in this thread.
A question I sometimes ask students and pilots is if you have to go around from an approach what is the first action? Very rarely, if ever, is lookout (above) mentioned. Also my observation is that very often the lookout below prior to descent is omitted. Do you weave during climb and descents? This is very basic stuff and whilst the mk 1 eyeball isn't infallible correct lookout techniques are vital to remain safe.