Saint Denis is a suburb (banlieue) just north of Paris.
The martyred saint was said to have been beheaded in Paris, yet miraculously picked up his own head, washed it and walked nearly ten kilometers north to his future namesake village. In Paris, you can see his headless statue by the main door of Notre Dame and his headless portrait in the mosaic of Sacre Coeur.
The city grew around the Basilica of Saint Denis, where his relics are currently stored.
To get to Saint-Denis, take the Métro 13 (light blue) and head north: the terminal is St. Denis Université, but get off one stop before at Basilique de Saint-Denis. No additional fare is required.
Basilique de Saint-Denis, 2, rue de Strasbourg (Métro Basilique Saint-Denis), +33 1 48 13 14 73. Open daily 10am to 5:15pm. This impressive Gothic church served as a burial place for the French monarchy - from Dagobert I (ruled 629-39) to Louis XVIII (ruled 1814-24) (it includes Louis XVI and Marie-Antoinette). The guided tours provide an impressive overview of French history (available in English, call ahead for tour hours). 7€ (5€ reduced rate, museum card accepted). You can also rent a tape and headphones to go on a self-paced tour (4€, 5.50€ for two people sharing).
Although Saint-Denis is located in the suburb of Seine Saint-Denis, the city itself isn't as bad as other towns within the same départament (county). But as in any place, common sense of your surroundings is to be held