Well, guns aren't as 'accepted' for personal security reasons where I live, nor do I feel I need to walk with one, but our city too is getting rougher. I've been in 1 situation (broad daylight mind you) where the man tried to get me to go with him, grabbed my wrist, bruised me, but I otherwise kept my cool and got out safe, keeping my wits about me.
Now when I go out walking, I be sure to 1. dress warm 2. dress like a bum as not to attract attention (goes with the dressing warm) 3. walk well-patrolled, lit and traveled areas.
I absolutely LOATHE parking lots as a pedestrian. I avoid them like the plague. If I have to walk further to avoid, so be it. Just like my father's theory of left turns and driving: "Laura, if it takes you 5 minutes to go around the block to make a right instead of a left turn, you're much safer in the end". I feel the same about private areas like parking lots. I'll take the city-owned sidewalk and painted cross walks etc, if something occurs there the city answers, not the individual that owns the property.
Keys on a key-ring can wicked hurt when thrust into the correct area. Wearing good footwear is also not a bad idea. Ladies, steel toe boots aren't out of the question. You know where you can plant that toe if you're attacked.