I'd like to ask, Yvonne, if you've thought about your circumstances and risks enough to frame the question more specifically? Best ways for a woman to protect herself ... from what? If this is getting too personal, consider it a rhetorical question, but you'll make the best decisions about your own circumstances if you consider them specifically, rather than take the general advice of a bunch of folks who don't know your situation.
It seems many of us have gone straight to guns as the primary option. Firearms are useful tools, and are sometimes the clear best choice for protection ... but you can take steps to avoid a majority of the circumstances that might need to leading to defend oneself. If you aren't foolish in what you do, there will be fewer times you're at risk. You're unlikely to be in a bar fight if you don't frequent bars, for example.
This sort of risk reduction can be as simple as choosing the longer way to get someplace rather than the shortcut through a riskier area, installing an alarm system, taking a companion with you, or having a yappie little dog to let you know when someone's approaching your house, for example. These are things almost everyone "knows," but not everyone does.
If you're worried that you'll be barricaded in your room with a bad guy trying to kick down the door, it'd be hard not to recommend keeping a firearm handy, and a light, and a cell phone, and maybe a set of keys.
If you're worried about being mugged by someone as you enter your car ... look around before approaching it, check all sides, avoid approaching anyone who worries you, and wait until it's clear, or get a suitable escort.
Similarly, if you're worried about a random attack on the street, a firearm may be the most helpful option ... if you've mentally prepared to use one when necessary, and have the skill to do so. The mental determination to fight back unreservedly is, frankly, much more important than the specifics of how you do it once a conflict is under way.
I periodically reread Jeff Cooper's book "Principles of Personal Defense" as it's a real classic of a book on proper mindset. It's not an ostensibly Christian book, but I don't know of a better one on developing the proper mindset to resist those intending to do you violence.
