Just to add to this article by MonsterMash I believe every woman should take a Krav Maga course.
Krav Maga is the official self defense system of the Israeli Defense Forces, and has been taught to hundreds of law enforcement agencies and thousands of civilians in the United States.
Krav Maga is a simple, effective self defense system that emphasizes instinctive movements, practical techniques, and realistic training scenarios.
It goes on the same principle of "Keep your friends close but enemies closer". By this I mean in most forms of self defense your keeping your enemy at a distance. With Krav Maga you want your enemy close to inflict more damage. This is something that is hard for women to do because when attacked by a man a women's first reaction is to try to get away and escape.
You are also taught that in an attack situation for women "you don't stop attacking until your enemy is dead". This is something else women have a hard time overcoming because their instinct is once the man is down, is to flee not attack.