Please read Taser Buzz Kill by Nicola Griffith. Wow. A choice quote from the end:
The most important [weapons] are the ones you always have with you: your mind, your common sense, your bravery. Your best weapon is yourself.
For me, self-defense is about having options. You almost always have more than you think you do. Classes can’t always teach you how to be a bad-ass fighter, but they can teach you to see choices when you think you have none.