First and foremost, ALWAYS be aware of your surroundings, who's walking by you and where you are going.
Pay attention to the car parked next to you - if it's a van, look inside, and if you are anxious, get someone to stay with you till you get in the car
That noise you hear that makes you a little nervous - DO NOT call out asking "who's there," keep listening, grab your phone and get behind a locked door. EDIT: The reason you don't do that is that you do not want to alert an intruder that you are there, that you heard them, and you've also now given them an indication where you are in the house/apartment. Just stay quiet and listen, then call 911 if you need to.
If your front door is open or there are signs of entry, don't walk right in - get a neighbor
Don't question yourself if you feel that something's not right, trust your instincts.
Sensitive points on the body - One good poke or punch or kick - eyes, nose, throat, groin, knees, foot instep (you'd be surprised how much it can hurt when someone slams on the foot - remember the last time you stubbed your toe).
Ponytails are easy to grab - leave the hair loose
Push all the buttons on an elevator if you are nervous
Always have your keys in your hand as you head to your car - do not stand helplessly searching for keys, you are vulnerable that way.
Lock the car door when you get inside and put the keys in the ignition right away.
If you get a flat tire in a strange or bad neighborhood, keep driving on the rims, don't stop until you find a safer place.
Don't answer the door, especially at night, unless you are expecting someone. If they persist, call 911, and if they are begging for help, still call 911. My husband had been carjacked and managed to escape by throwing himself out of the car and ran to nearby houses to get help - he scared a lot of people but he kept begging them to call the police and they did, but no one came out. That's a scary premise when the person outside really needs help but you need to protect yourself first.
Hand over your purse or bag - don't hesitate, just give it over. I was held up at gunpoint and I didn't waste time searching in the purse, I didn't piss them off by taking too long and I got away safe.
Watch your drink - it's really easy to drop some drugs into a drink - a quick hand movement, just a second or two is all it takes
Don't go willingly, fight like crazy.
If you are driving and feel like you are being followed, pull into a fast food restaurant and go get a soda, then sit right in front of the counter in plain sight of the employees - wait until you feel safe. If you need to, tell the staff that you think someone is following you.
Walking on the street, walk nearer the curb, stay away from buildings where someone can reach out.
Wear sunglasses on public transportation in order to avoid eye contact with anyone who might make trouble. And always bring a book/magazine/newspaper, but you still pay attention to what's going on around you.