Please do relax in the very same place -- be it the railway station, airport or bus station. If you are alone, you could perhaps stay on in the bus station but if family, please do check into the nearest best station. The times are bad and it is unwise to have ladies from our families at odd hours. Add the threat of being robbed. It is a terrible thing, as Partha Sir has pointed out.
The best thing is to never disturb any relative or friend at late hours. First of all, they have their own priorities in life, and even a couple of days stay with them, would mean that they need to make huge adjustments to make us as comfortable as possible. We often wake up our wives at such an odd hour, and the net result is that they are quite unhappy and, consequently, we would even be considered as an unwelcome guest.
Furthermore, it is wise to inform them in advance when we would be arriving, say, at around 5.30 am in the morning. If you are in cities like Chennai, if you do not have huge luggage, you can jolly well take a bus and on some routes you have superb air conditioned buses, so that you can avoid the auto or the ola taxis.
I do not think it is wise to disturb anyone or even reach our own homes at odd hours. Safety is a must and we should remember this fact.