Exactly what is your preferred weapon of self-defense? Have you considered keeping a stun gun? They make them really compact these days if that's the thing you would rather carry. There are also other options, just like pepper spray.
Might I suggest having multiple option on your person in terms of self defense. It could be a great idea. In case you can't get to one, you could utilize the other. Or you may utilize both so as to make sure you are safe and secure in times that is threatening. You will never know when a stun gun or similar self-defense product might prove useful.