Do take a self defense class! Do practice with your friends! Do check your local laws on your rights to defend yourself. Do have your keys ready when you get to your door - so you don't fumble as you're going inside.
Don't carry a knife. Don't carry mace.
It's not only possibly illegal, depending on where you live, but it also can be yanked away from you and used against you in a confrontation.
Don't be paranoid, Just be present
If something does happen to you, report it to your local police department. Hate crimes and harassment incidents are underreported. Check our resources page for legal services that can assist you. Here are some additional self defense do's & don'ts.