Most of the threat in Sana'a is directed against Western governments, not the West in general. The city and the area around it remain extremely welcoming of tourists and students, and extremely comfortable for those who dare to go (ok, maybe just comfortable compared to Africa). The terrorism stuff really only becomes a danger when you're there as a government representative--which I might later be--or when the religious or tribal nuts take things too far--which, it seems, they're starting to do outside of the capital.
The only slightly creepy thing about Sana'a was its posthumous affinity for Saddam...I guess he and Yemeni president Ali Abdullah Saleh were longstanding presidential buddies with some common enemies.