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BE AWARE OF YOUR SURROUNDINGS: Make sure you know your way around the place you work, Look for an AlterNet route just in case your trapped by an intruder. This also goes for shopping malls. When walking around be aware of an exit that you might be able to get out, You might not get out the same way you came in. Look for a security officer if you think someone is following you. If you know what to do when you know your about to be attacked, That's a good start to your self defense. But having something to protect yourself is your best defense.
You always need to carry some kind of a self defense weapon it could save you from being attacked and it will ease your mind.

Practice With Your Self Defense Weapon: If you buy a stun gun know how it works. Find out what comes with the stun gun. The same rules apply with the Taser, Know how it works, What all comes with it and how do you use it on an attacker. Pepper sprays, Foams and Gels. Find out what type of chemicals are in them and how much, How far will it shoot, How many times can you use it, How long will it last before it expires. It might be a good idea to buy an extra one to practice with.
You also want to check with your state or city you live in to see if what you want to purchase is legal. There are some restrictions in some cities and states.