Something I saw on a Don't Be a Victim tv show - take a wad of singles and wrap a $20 around the outside. Keep this in a handy, easily accessable spot. If you are mugged or grabbed, take it out, show it to the guy and then throw it FAR away from you.
Another thing they talked about was dogs. The interviewer talked to several prisoners in for home invasion. They ALL said the sound of a barking dog was enough to make them pick another target - regardless of the size of the dog. Noise draws attention and attention is what the bad guys DON'T want.
If you can't get a dog - get a tape of a barking dog!
Of course it wasn't until I had my fourth German Shepherd (live one at that) that my parents FINALLY stopped worrying about me living alone.