When I moved to Vegas in 2008, I drove through Kingman on the way so I could get a sense of the station and the parking (thinking I might have time to take the SWC occasionally). The station does have a small dedicated parking lot, but I had a hard time finding locals even in the afternoon to talk to about general safety of the area! It seemed as close to a ghost town as you can get for a still-inhabited town, which on the one hand suggests perhaps there's nobody around to break into your car but on the other hand suggests there's definitely nobody to see it if somebody does.
But I think I got a non-representative sense of the town -- the area right by the tracks is not really bustling, but there's a lot more to town than that. Before the Vegas housing crash, Kingman was seen as a source of cheap real estate for service-sector folks employed in Vegas, and Kingman was projected to go through some major growth. I wonder if that's no longer the case now that a sizable fraction of Vegas homes are foreclosed and abandoned.
I never had the time to get down to Kingman for Amtrak, as it turned out, so I never really had to decide whether I'd do it or not.
If you do drive into town, go early -- if I recall correctly, Kingman is the town with a large Santa Fe steam locomotive on display in a public park. It was a ways from the station.