Sadly, in today's world, you may risk your life going unarmed as you walk or go to your car. It is not the same world it was a few years ago. People are desperate. If you don't want to carry a gun, the next best alternative is a thick stick. Look at the riot police with their sticks (Pr-24s). Get a self-defense cane (usually solid oak or hickory and one-inch thick), and you have the means to defend yourself with something you can legally carry for health. Also, there are special chapters for wheelchair-bound, elderly seniors, and against multiple attackers.
Half of the self-defense is knowing how to AVOID having to fight, and that can often be accomplished by common sense, cane twirling, and not looking like a target. Because of Newton's second law (force equals acceleration times mass), a fighting cane may be more powerful than a baseball bat because it swings faster. Experts have been clocked by radar guns swinging a cane over 200 mph, so you should easily reach half of that speed with practice. Level the playing field and give yourself an advantage.
It would help if you also recognized dangerous situations. For example, assume an unfriendly-looking man near you steps back with one foot and scratches his chin with the hand from the body's same side. Cops say there is a 90-to- 95 percent chance the person is preparing to unleash a roundhouse punch at you. Know how to protect yourself.