Now that I have covered leaving your home, driving, and the initial approach of a possible bad guy, I can bring up the more entertaining and physical parts of self protection, actually defending yourself. Now, you must select a number of defencive maneuvers. Diligent practice in the will give you the skills needed to protect yourself in the event that someone infiltrates your situational awareness, which there is no shame in having happen cause it happens to the best.
First I must give you basic idea of what the brain goes through to process a thought or movement. Believe it or not this will help in the selection of combative movements you should practice.
When the brain needs to make a thought, it creates a "thought trail." Between one braincell and another there is a "wire" extended. These "wires" start out thin when it is the first time that movement, thought, or memory is accessed. In order to make a movement, a very complex trail of the cells is formed through the brain cells. The more you make that movement, the thicker the "wires" get, thus making them pass a signal much faster, think of it as upgrading from dial up to broadband, etc...
Studies have found, that forming new thought trails on a regular basis can help prevent conditions such as dementia, or Alzheimer's. Therefore I support the exploration of any science or art to create these new trails. But every time you learn something new the brain rewires itself. Though one could take a Tea Kwon Do class and learn the movements effectively for sport or art's sake they may be somewhat erasing or weakening those thought trails when they go to work the next day if none of their movements throughout the day use some of the thought trails associated with Tea Kwon Do movements. I am not saying anything bad about that art I am just using it as an example.
In order to ensure that you have the movements down well enough to use them under pressure, you should practice defensive arts or parts of them that are similar to your day job. For example, I am trash man, and I am a dad and husband, I don't always have time to practice my beloved arts of Kung Fu, Ninjutsu, TKD etc... But I need to make sure I can defend my family if need be. The movements I use on the trash truck use many of the same thought trails as boxing punches, so therefore I have adopted those as my primary punching method, and I find myself easily able to retain smooth, fats, powerful punches with only a couple hours a week practise on them. I use many of Kung Fu's basic kicks as they are fast, efficient, powerful, and the footwork needed is compatible with the way I run around the truck.
It is still necessary for you to use good form, not just mimic what you do all day for the sake of the thought trails. Again this is not to dissuade anyone from practicing a classical art, if you want to study the art go for it, but when you may need top save your life with it make sure it is something you can easily get to muscle memory and maintain your reflexes under pressure.