How Do You Defend Yourself?

There was a major search done by the police in our place. They were looking for a guy wearing a brown leather jacket in a scooter who pushed a girl off her bike. The girl managed to escape and went home safely. The suspect was the same guy who molested seven women last week in the nearby neighborhood. He also abused a ten year old girl. On the search the police officers even used a helicopter. The guy on the scooter is nowhere to find. The agents keep a close eye on the guy and our place.
Me and my kids used to walk on a quiet path under the trees going to school. The school is ten minutes walk from our home. Prior to this event, I started training my kids to go home alone from school. My daughter is nine and my son is six years old. When the news broke about this guy, I immediate told my kids not to go home alone. They should wait for me. I was scared about this news. The other night I thought of a self-defense mechanism. If I encountered this kind of situation how could I defend myself. I was thinking about pepper spray or stun guns but  where I could buy them. While surfing on the net, I found many shops like safetygirl.com selling emergency kits. Pepper spray and stun guns are the most popular products. Can you suggest other products or tips to interact this kind of situation? Have you ever think about this situation will happen to you? What should you advise to your children when someone attacks them?