First of all, whatever you own is nothing compared with your life. Don't try to fight someone who's trying to rob you. Just get away.
A trick I learned in a self defense class is: If someone comes up to you in a parking lot and demands the keys to your car, throw them down on the ground, say, "My car's the red Toyota van over there" and quickly run away. Of course, your car's really the blue Ford Thunderbird, but he won't know that until he's trying the lock, and you're long gone!
Basically, in self defense, it all comes down to common sense. When you lose that, you're an easy target. Don't look like a tourist. Walk with a purpose. Keep your doors locked. Don't store valuables in your car. If someone tries to grab your purse, let him take it (it's that or your life in some cases). Don't let anyone put you in a car - better to be killed in public with witnesses (which is less likely to happen) than be taken to an isolated spot (where it just might happen). If you notice something amiss, don't go into the house - go next door and call the police. All those things we know in our hearts, but lose when we get careless.
Does anyone have anything that they've learned over the years? Perhaps the hard way?