There are some good weapons to use that aren't lethal but still get the job done when it comes to protecting yourself. Carrying it in your area depends on laws that are set in your country, state, or town. Researching the laws in your area is always the best but I've narrowed down quite a bit of it hopefully. If your country or state is missing from this, ask me in the comments and I'll include the answers in this chapter.

Number one that comes to mind is pepper spray. There are restrictions to the use of pepper spray, depending on what state you live in, but to sum it up pepper spray should only used for self defense no matter how legal it is.
In the UK, it is illegal to carry non lethal weapons such as pepper spray, knives and guns (yet criminals still sadly get ahold of these weapons and use them against others, so personally I think that pepper spray should be legal anywhere) but the UK does allow emergency whistles, and as stated in the last chapter, screaming will get the attention to people around you.
It is legal to carry pepper spray in the Philippines
Pepper spray is banned in Canada but the use of batons (not spring loaded batons) and knives are legal as long as it's used in self defense.
New Zeland prohibits Pepper spray
Australia prohibits pepper spray
Hong Kong, India, and Japan all prohibit Pepper spray, but in India officers of the law are allowed to use pepper spray but it is not legal to be used by civilians.
Belgium, Denmark, Sweden, Norway, Italy and Switzerland all do not allow pepper spray to be used by civilians.
Hungary, Iceland, Ireland, Turkey all prohibit pepper spray.

Italy does allow certain formulas but you must be above the age of 16

It is legal to carry in France if you are 18+

If you are anywhere in the UK, pepper spray is banned and considered a firearm for... some reason. I don't get it either-

But there ARE 'self defense sprays' often called "criminal identifier" sprays. There are no noxious substances in these sprays and aren't designedly cause harm to others. It actually marks an attacker with both visible and invisible marker dye the visible dye takes a week to rub off. (Ok but that's actually cool-)

Personally, I think pepper spray should be allowed in the UK. No amount of ink or dye can change the fact that knife crimes in the UK are off the charts and self defense is required ANYWHERE.

Another weapon that can be used is a knife, there are small knives that you can buy anywhere, that can be kept on a keychain or just in your pocket.
Ownership laws forbid certain knives. Different places have varying regulations for what can be carried openly and what can be concealed. Some states in America define "carry" as on ones person while others include knives within vehicles or within reach. Sometimes having a knife in ones vehicle is considered concealed carrying.
There are restrictions on the length, size, and type of knife you carry depending on the state you live in.

UK knife laws allow non-locking pocket knives with a three inch blade length. You are allowed to exceed these guidelines in public but you must have a good reason.

There are many restrictions in Asia when it comes to knife carrying depending on your area and what country you live in. Knife carrying laws are very strict in Hong Kong, Japan, Singapore, and Taiwan.
Pocket knives are legal in Turkey, as long as the length is below 12cm.
Knives and pocket knives are illegal to carry in Mexico, but pepper spray is completely legal.

Folding knives are prohibited in Germany but fixed knives up to 3 1/2 inches long are legal.

France is extremely strict, not allowing anything that can be used as a weapon on someone's person.

Spain has considerable history as a knife culture and you can find knives pretty much everywhere so carrying would be legal as long as the blade is shorter than 11 cm. But it can only be used as a tool and not as a weapon. So pepper spray is your best and most legal defense in Spain.

As you can tell by reading all of this, it's all very complicated and most of the time depends on your region. Doing research depending on your area is always the best you can do, and sometimes you can find items of self defense in Stores in your area, so keep an eye out.

I also couldn't say this more but keep your phone with you AT ALL TIMES.

If you guys have any tips include them
In the comments and share with others because self defense is so important and spreading the word and idea of it can help so much in any community.