Very much so. Having taken a look at the crime stats (which are fairly recent), the risk of violent crimes such as murder, assault and rape are much lower than the state and national averages. The only number that's above average appears to be larceny, but it's still less than the national average. Overall, the crime rate is very promising here.
I know Dover Plains relatively well and I've never felt unsafe while there. It's a pretty quiet and peaceful place to live all things considered.