We always choose hotels listed in Rick's books when we travel on our own. In May we stayed in the Hotel Belle Blue in Munich, which is super nice, super convenient, reasonable price but in a very sketchy neighborhood, surrounded by strip joints. The book warned about that, but we didn't see that paragraph (even though it was in a box) until we had checked in. If you're easily offended, don't stay here, but it's only a block or two south of the train station.
Funnily enough, as soon as I saw the title of your thread, I figured it would be close to the Hbh.
If "the train station" was Hauptbahnhof, I can understand. The surrounds of that station has been almost the only one in Europe (so far) where we felt somewhat uneasy. It was a bit of relief to put some distance between us and that one, and we're not easily put off.
Hope you didn't have any trouble