There are two posts advocating carrying handguns. This is fine if it is legal, which usually requires a permit, something most often difficult to obtain. Carrying a handgun without a permit can get you into a world of s***. Do you want to go before the court and explain why you were illegally posessing a handgun while wearing a dress?
There are other ways to be safe;
1. Know your surroundings, be aware of those around you, if you are uncomfortable, get out.
2. Go out with others, bullies are cowards, if they are at risk of getting a few lumps of their own they will usually leave you alone.
3. Carry pepper spray, it is cheap and very effective, just make sure your local laws permit you to carry it.
4. If you are attacked, fight dirty. Go for the eyes, go for the gonads, a high heel shoe or a ring of keys can be an effective weapon.