+1 on the Kimber Guardian, $40. You get two blasts from the unit. Probably the most convenient size of any options to carry.
Cabela's has a nice, carry size pepper spray canister for $30. Have to be very cautious of wind direction!
Martial Mart dot com has an EXCELLENT, free self defense dvd with purchase (at least they did on my last order). I bought some Kubatons, $3-$5 each, just out of curiosity. The order was worth it just for the dvd. Remove the metal from the wood, and you have a decent key holder, and a defensive and otherwise useful tool. There is another site that carries an UL polymer stylus kubaton, you can use for your GPS or laptop, is as good as it gets. $9 and looks like a pen. Will not bend and was hammered through a piece of plywood.
There are many free self defense training videos via Google. Hours worth. More than a fair share of information as to why you do not want to get into any confrontation to begin with.
For $5, Walmart has a relatively small and very loud air horn. I have used this more than once.
Useful and legal everywhere including airports, is the Fenix P2D flashlight, which doubles as, IMO, one of the very best Kubatons as well. Great holster, accessories options are a diffuser which is excellent for traffic control or needing assistance, a red lens for night vision or seeing animals in the dark, runs on 2) AA batteries. Has L-M-H and auto SOS on 85 lumen setting on low, H and intense strobe on 180 lumen setting. Best light I have ever seen, and I have used many.
I purchased the light from Kandlepower on Amazon, nice guy to deal with. VERY pleased!
There are law enforcement specific lights similar to the Fenix, if you care to browse some sites. These are intended to inflict a lot of pain.