What is your preferred weapon of self-defense? Have you thought about having a stun gun? They make them very compact currently if that's the thing you choose to carry. In addition there are additional options, such as pepper spray.
Might I would recommend having more than one option on your person with regards to self-defense. It can be a wonderful idea. Just in case you can't get to one, you could use the other. Or you could utilize both so as to ensure you are safe and secure in a situation that is threatening. You will never know when a stun gun or similar self-defense item might come in handy.