For a women, buy a cute little .38 derringer. They are tiny, super light, and will save your life. Just learn how to shoot it. It's easy, and fun.
Oh, and if you got a cell phone, use it, tell um your scared, you've got a concern, and you'd like someone just to show up. That way if you have to shoot someone, it'll be documented, and show that you at least called for help first. A cell phone can be a life saver too, just don't rely on it with your life.
Two .38 rounds (the most a derringer will carry) won't stop many of the druggie trolls out there these days. That's why police departments are moving to the .40 and back to the .45.