What is your preferred weapon of self defense? Have you thought about having a stun gun? They make them pretty compact today if that's what you choose to carry. In addition there are other choices, just like pepper spray.
Might I would recommend having a couple of option on your person when it comes to self-defense. It could be a good idea. In case you can't get to one, you could use the other. Or you may use both in an attempt to ensure you are safe and sound in times which is threatening. Who knows when a stun gun or identical self-defense item might come in handy.