I think finding a place such as the link below would be a great place to start with multiple courses available to take your training to a level you feel comfortable with.
http://www.selfdefensesolutions.net/
Also, wanted to let know others there are less lethal and legal means out there to protect themselves for those can't conceal or open carry.
Check out: Stun Guns, Tazers, Pepper Spray
I own a couple of legal stun guns, but thinking about getting a tazer as I get older. Just don't care for their size. The Knuckle Blasters sit in your fingers like brass knuckles and pretty much impossible to dislodge from you hand. Once in hand, you push a lever up and when ready squeeze with your index finger. Very handy (pun intended) and reliable and small. The site has other pen sized stun guns and other...
I will walk away if confronted, but if the dipshit keeps coming, he's getting some 900,000 volts. Yup, that's the correct amount. For those who are concerned about feed back through the attacker's body, it doesn't happen no matter what Hollywood says. Although, since it's so close to your body it has the disadvantage of you touching yourself.
Further, while talking with friends at a party of older folks about self-defense, I pulled my Knuckle Blaster out of my pant pocket, pushed the safety lever up, and let it blast. They old jumped back! People have come to hear stun gun crackling and the site of the arc like they hear a pump shotgun being racked.