Running/riding away as fast as possible is the best option. I usually carry a bowie knife (exposed of course to be legal and to deter the baddies), a telescopic steel baton, and my favorite refillable air pressurized aerosol bottle (very compact, fits in your shirt pocket, and has a decent range of 10-15 feet) or high volume/pressure trigger sprayer filled with ammonia. That will stop most people and dogs in their tracks from chasing you any further. Ammonia and its fumes (ammonia turns in a gas quite quickly) is an irritant if any gets into the eyes (temporary blindness), nose (causes shortness of breath), or mouth (burns the mouth and throat tissues) and it's considered non-lethal plus its cheap to buy.

That being said, I never had to use any of them (yet) for self defence.

Bear Repellent or Dog Repellent (the sprays) are popular deterrent devices.

Stun guns, Stun Batons, or Air Tasers is another option if local ordinances allow them. Some stun guns are made to look like cell phones now. I'm thinking about getting a stun baton to replace my steel baton...might as well shock the mess out of them if you have to get into a down and dirty fight.

As far as pepper spray, some states require attending/passing firearms classes and a waiting period after purchase before one can pickup and use pepper spray legally.

BUT if the baddies are armed, not many choices and you can't outrun or dodge bullets for long. It depends on the laws of your state/country if you can carry a concealed or visible weapon (gun) or are able to obtain a permit from your local law enforcement agency.