The first step in self defense is always being aware of your surroundings. If you see people exhibiting odd behavior for your current situation, do something to account for that behavior. If you're in a grocery store and someone is following you around, go to a security guard and let them know. If you exit a store and people start walking towards your vehicle, go back in and get security or call the police. It is better to be safe, than sorry.
Self Defense techniques that are quick to execute and easy to remember will help you get out of potentially violent situations. Techniques range from getting away from someone that has grabbed you to disarming someone to engaging and incapacitating someone.
These range from very quick 3 step movements designed to get you free of an assailant and make your escape, to more complex movements designed to engage and incapacitate your attacker.