Precisely what is your preferred weapon of self defense? Have you thought about having a stun gun? They make them quite compact these days if that's the thing you want to carry. There are also other available choices, like pepper spray.
Might I would recommend having multiple option on your person in terms of self defense. It may be a good idea. In the event you can't get to one, you could use the other one. Or you could utilize both in an effort to ensure you are secure and safe in a situation that is threatening. Who knows when a stun gun or comparable self-defense item might be useful.