The best defense would be the preparation you can (and will) put in your head, and the training you can put in your body. If the idea is self defense, mental preparation and the will to act is first and foremost. Take defense classes of some sort. MMA, Tai Chi, Kenpo, or whatever defense/mental strengthening will help you grow into someone responsible and capable. Physical preparation is (or at least should be) part of that.
As for tools, you have to look at motivation, rather than selection. Many people come here looking for one of three things:
1) The lastest and greatest end-all be-all of zombie slaying machinations with which to slay the coming Army of Darkness. I usually suggest going to the fantasy section of a BudK catalog. They have some cheap head choppers.
2) The latest and greatest Green Seal Foreign Legion Beret Mossad inspired Tactikool pocket launched MIRV anti-personnel device that'll make the buddies drool with envy.
3) (Hopefully the largest group) People who have had or realized a change in situation where they feel a need to learn more from others that are a little more "in the know" than some of the populace. If this is the group the OP belongs to, please feel free to listen and take what you think applies, but don't discard any of what you hear, just file it away for future possible enlightenment. There's a VAST wealth of knowledge here. I know, I've picked up some truly valuable nuggets in my time here.
One STRONG suggestion I'd give, is that if more than one person on here actively discourages a practice, there's probably a valid reason for it. Some here are LEO or similarly experienced personnel, others have simply had a lot of experience with them.
Now, on to my two cents for protection: I carry a very thick and heavy pen, it can be and has been used as a short staff (kubotan) with decisive results. I have a back that occasionally acts up, so I often carry a cane. It's light, it's fast, it's tough, and if someone (other than maybe George Foreman) thought of me as a victim, they'd soon learn two things: Don't assume, and learn to apologize quickly before that pain becomes permanent.