First defence, is know what's going on around you at all times.
Stay off the cell phone while in parking lots. A cell phone is a must for anyone who drives.
Also, for single women especially, get receipts for every purchase. Using a credit-debit card can also be useful in case something bad would ever happen. Also get receipts, even for those small, less than $5 purchases, everything.
Be careful when typing in pin information these days. Cover your hand as you enter the information. Theives are recording your movements from far away with the zoom lens camera capabilities.
Never let someone in your home, even it they say they have an emergency. Call for help or the police for them.
Talk with older family members, keep daily contact with them.
Stay in contact with neighbors. Watch out for your neighbors. Check on them if you haven't seen them out for awhile.
If you see someone suspicious in your neighborhood, call the police. The one time I didn't, I found out later the young man was conning for money and had an outstanding warrant. He was picked up the day after I didn't call them.
Self defense is not always physical.