You are at greatest risk of criminal assault when transitioning from one space to another, or one environment to another. While there is some merit to sitting with your back to the wall like Bill Hickock so that you are aware of what and who is around you, this mentality is somewhat difficult to maintain in common civilian life. The one aspect that will realistically boost your ability to protect yourself from violence, or avoid it all together, is to purposely turn on a proactive situational awareness when you are moving between environments. This is the time at which you are most vulnerable.
So what am I referring to concerning moving between environments? Any time you move from one location or space to another. The best example that most of us do regularly is going from your vehicle into a public space. Your awareness should dial up a notch as soon as you pull into the parking lot. Take note of who is there and what they are doing. Be aware of any suspicious activity going on in the parking lot. If you park next to a vehicle that can conceal occupants inside, such as a large van with blacked out windows, take note and be weary of this vehicle. Keep your awareness up as you traverse the parking lot to your destination.
When entering a space such as a store or restaurant, take note of who is there, and what they are doing. Note where your entries and exits are, and note the “hot spot.” The hot spot is the likely location of criminal activity should any occur. Usually the cash registers. If you are in a restaurant only resume business as usual after taking your seat and being sure of what is around you. Resist the urge to be on your phone when you walk through parking lots and into unknown rooms or spaces. This is the single greatest thing you can do to improve your own personal security. Put down the damn phone, at least while on the move.
Here is a great tip for getting in the habit of doing this: put a pepper spray unit on your key chain. When transitioning from one environment to another, carry your keys. When moving to or from your vehicle you will have keys in hand at some point anyway. Instead of putting your keys in pocket or purse and immediately getting on your phone, hold the keys by the spray and carry it, staying alert, and only put the keys away once settled in your new environment. Make the effort, it could pay off one day.