Exactly what is your preferred weapon of self defense? Have you considered having a stun gun? They make them quite compact these days if that's what you choose to carry. Additionally, there are other choices, such as pepper spray.
Might I would recommend having more than one option on your person with regards to self defense. It could be a wonderful idea. In case you can't get to one, you can use the other one. Or you could utilize both so as to ensure you are safe and secure in a situation which is threatening. You will never know when a stun gun or similar self defense item might come in useful.