But the best advice is to try avoiding situations where such may be needed. That advice goes for both men and women.
I think it's a smart idea.
If someone is going to seriously hurt me, I'm not going to get on the phone and wait for police to come to take care of it for me. I'd much rather be trained and equipped to protect myself in an instant.
Guns, and the threat of guns, exist whether people like it or not. So you might as well know how to protect yourself from one instead of being scared.