I know it's a cliche, but it does bear repeating over and over...your brain is the weapon; the other stuff are just tools. Awareness and avoidance are the first and most important "building blocks" for personal protection. Part of awareness is building your lifestyle around making sure you and your family are safe. It's not really that hard to do...a point I've been making for years is that if you're not actively interacting with the criminal element — drugs and prostitution come to mind — your chances for being involved in a violent encounter are actually pretty small. For example I will readily agree that marijuana should be legalized and the the government's war on drugs has been a spectacular failure. However, as long as it's illegal, I want no part of it, nor will I be around people who flaunt that stupid law. Maybe makes me boring (or perhaps more boring), but it's part of that awareness/avoidance equation.
As some of the other posters have mentioned, before you even consider how you plan to defend yourself, you must answer Question 1, which is simply how far are you willing to go in that defense. This can be an agonizing and in many cases a life-changing exercise...but if you don't honestly address Question 1, your efforts at self-defense will fail, and at the worst possible time.
Welcome to the Forums, and don't hesitate to ask questions!
Michael B