Safety is and always has been an issue. Whether you be male or female, the danger is always there, and you need to be prepared. Weapons like pepper spray or mace can cause some serious problems if you accidentally face the nozzle the wrong way.
What you need is the element of surprise, and sadly, yelling at the top of your lungs is a bit predictable. It is not, however, very predictable to hear an ear-piercing 130 decibel scream coming from a keychain. While you should hope to never need to use it, the Personal Screaming Alarm may be one of the better bets to ward off attackers. It only costs $30, and will last for up to three years. To use it, simply yank the chain out of the bottom, and a scream will fill the air for up to ten minutes. It may be extra money on what might seem like a silly item, but it would be better to have something like this on hand than regret not having it later.