Self-Defense Aids

Hearing so much crime nowadays in my home place and country, men and ladies alike have resort to owning some kind of self-defense weapon to carry alongside with us wherever we go.  Someone even put up a message in the Facebook that it is not safe to walk or go anywhere without being alert and cautious that includes looking over our shoulder every now and then.  This is making us paranoid actually... one thing I would like to know is that can we actually keep some weapons like throwing knives or some other gadgets that can aid us when we are "threatened?" What is the best self-defense aid we can take along with us?