Actually, talking on your cell while you walk is considered LESS safe, not more. It makes you seem pre-occupied/not alert. The best thing you can do is walk alone only when you must, look all around (criminals don't want to think that you could identify them if you got away), and avoid unsafe areas.
If someone makes you feel uncomfortable, look them in the face and start to memorize what they look like. They will see it in your face and move on to easier prey.
As for a self defense class...they are way fun. You'll probably feel more secure if you take one.
Oh, another thing I just remembered---if you have a car, put a mirror on the trunk so that you can see what's behind you when you're digging in it.