I used to have insomnia and walked around the city lat at night by myself. Someone asked me what I carried for protection and I said, "Running shoes!"

But that was in a pretty safe area. Downtown, things start getting crazy after 1:30. Guys appear on the street who look like they're looking for a target, and cab drivers start refusing to pick you up. My main defense actually is just walking like I'm going somewhere and looking at people like I'm going to bite them. It wouldn't deter someone who really set his sites on me, but makes them look for easier targets.