"I was wondering at what age you start discussing these things - both about not going away with anyone and also about the no inappropriate touching."
HoggleHoggle, one useful way to bring it up is by showing the child that he has the right to set his own personal boundaries.
Personally I am not a big fan of the pants rule or discussions of private parts because abusers tend to be more subtle than that. It often starts off with a small transgression which the child senses is wrong but where no specific wrongdoing could be pinned on the would-be abuser: standing just a little too close, or putting an unwanted arm around the child's shoulders. Over time, usually over a number of occasions, the boundaries are pushed further and further. Better for the child to assert himself at an early stage, as soon as he gets a bad feeling about what is happening, rather than waiting until things have progressed to the point that the abuser is trying to touch the child's private parts.
Examples of occasions which could be learning opportunities:
Tell him he doesn't have to kiss granny just because she is trying to demand it. If he doesn't want to, he doesn't have to.
Stick up for him when people are roughhousing, so he sees that he is allowed to say no: "He told you to stop tickling him. He doesn't like it. Get off him NOW."
If he doesn't want to be with someone, of course it's good to try to find out why. But if he can't explain it, accept it anyway. Children have very good instincts. Give him the right to avoid someone, especially to avoid being alone with someone. Don't require a reason from him if he cannot identify one. Let him stop the piano or swimming lessons, or offer to find him a different teacher. If he shows reluctance to be left with the neighbour when you go out for the evening, find a different babysitter. By listening to him in this way, you empower him to get out of situations which feel wrong. Even if this particular piano teacher or swimming instructor or babysitter happens to be harmless, he'll know that in future it's OK to avoid people who give him the creeps, and that could save him.