School? Movie theater? Concert? Driving home from work.....
In most 1st world western democratic countries your main concern isn't schools, movies theatres, or in cars. I assume even in USA those aren't your biggest concern.
Your biggest concern would be in secluded places, when you are alone. Obviously the best line of defence is to avoid these situations, if you can't avoid then be on guard e.g. bring a friend, bring a tourch, keep an eye out for strangers, keep an eye out for hiding places, have a whistle.
For women, in particular, the biggest danger is familiars rather than strangers.
Even if you have a gun in your holster, odds are the attacker already has their weapon out and ready, so its too late for you to reach for yours, and if you do, you need to be careful the attacker doesn't take it from you and use it against you.
For those crowded places e.g. schools and movie theatres etc, do you really want to be firing your gun in a crowded place? Even in defence, you might accidentally shoot a bystander.
If you are scared in your car, make sure you keep your door locked, and be careful when ever you have slowed down or stopped.
Me, I don't tend to worry about these things so much. I live in a country where it is hard for people to possess handguns, I feel safe running alone, safe in my car, safe at school, save in movie theatres. I'm not particularly scared of being out in public. But I still exhibit caution, especially in secluded areas.