Agreed, awareness is key - and especially in "transitional" areas, by which I mean going from a presumed safe place to one that's not - people often get in a "bubble" of complaceny in and around such places. Think of areas around airports and transit stations, mall, shopping center, and bar/restaurant parking lots, and apartment parking areas.
You have to consider the threat - thieves and robbers like to target airports, and nearby hotels and restaurants, because business travelers often carry expensive electronics - I live near an airport, and rental cars were targeted by a theft ring in local restaurant parking lots, due to the correct assumption that many business people left laptops in their cars.
After a colleague was robbed outside an airport, I made a special point to raise my awareness in and around them. And in doing so, I came to realize that certain airports are full of would-be predators- I could tell, just by watching people outside the security areas, and seeing certain of them being entirely too interested in passers-by. I've silently intervened more than once when I've noticed someone get up suddenly to follow someone, veering close-by to the person being stalked and locking eyes with their pursuer. I've been given hateful looks, but more than once, the pursuer just gave me a rueful smile, or shrugged, before turning away. In the US, Northern CA airports, like SFO and SJC are particularly bad - you'd think "Oakland", too - but it's not as bad as the others - fewer presumed-wealthy tourists and business travellers transit there.
With awareness comes something else - your instincts. Evolution gave them to us for a reason - learn to listen for them, and what they're telling you.
As for self-protection devices, don't carry them (only) in your purse. In your pocket, in your driver's side door bin or clipped under your visor , velcro'd to the inside trunk lid.
It's not Mogadishu out there, no need to live in fear. But don't let embarrassment prevent you from taking modest safety precautions.