If you keep your eye peeled, you'll often see ads or articles in the newspaper and other local tabloids announcing self defense seminars that are being held to teach women the basics of self defense.
These usually are taught by martial arts instructors with very good skills and are streamlined to present the most basic and easy to use self defense techniques that will work 100% of the time. They are the easiest to learn and usually don't require years of formal training to apply to an attack scenario. I highly recommend attending one. Bring a girlfriend or two with you to make you feel relaxed, comfortable and have more enjoyable experience.
You'll usually be shown foolproof moves that will stop an attacker from further aggression. This includes everything from the proper mindset, to hand to hand techniques and the best self defense products such as OC pepper spray, kubotans or everyday items that are easily found nearby.
If you get a chance, please spend a night or more and attend a Women's self defense seminar. You'll have fun and feel much safer with your newly acquired skills!