What exactly is your preferred weapon of self-defense? Have you thought about having a stun gun? They make them pretty compact currently if that's the thing you prefer to carry. In addition there are additional options, such as pepper spray.
Might I suggest having multiple option on your person when it comes to self-defense. It could be a wonderful idea. In the event you can't get to one, you can use the other one. Or you could utilize both in an attempt to make sure you are safe in times that is threatening. You never know when a stun gun or similar self-defense item might prove useful.