Self Defense, I've got to be able to protect myself

A few weekends ago we went to Kansas City for a couple of days. I went with the girls during the day to go shopping. We went to a mall there but, I really don't remember which one. Anyway, we were shopping thru the stores and stopped in the food court to get something to eat. Some guy who looked like he was strung out approached us, and asked us for money. I said no, so did everyone else. He grabbed me, and said give him money or he would hurt me. Well I freaked and started screaming. The mall security started heading our way, and the guy took off. I told the security guy what had happened, and they tried to catch him, but he was out of the mall, and gone before they could catch him. That made me think about getting a few self defense products. I definitely think I will get some mace, and maybe a electronic pocket whistle. That event really freaked me out so I need to make sure I can protect myself.