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Agree with Incandesence. You should at least carry some small means of self-defence. I always did. Hell, even faking having a gun on you can sometimes scare them away if successful.

Me and a buddy of mine were almost robbed at an ATM on base some time ago but I put my hand into my inside pocket and motioned to take out a pistol. The four men saw what I did, got back into their car and drove away. Times like that are always scary yet thrilling when they are over.