Yes they should! Your life may depend on it. With the increase in crime/attacks today, for example the Loyola rapist, the Lincolnshire sledgehammer assault, and the coyote attacks pepper spray and personal alarms are becoming increasingly popular to fight off a would-be assailant.
The reason you should carry a personal alarm and/or pepper spray is if you’re out walking the dog late at night or getting off work late at night you should always be prepared for the unthinkable. If being attacked having a personal alarm will scare off a would-be attacker and draw attention to yourself. If you’re being attacked and have pepper spray, spraying the attacker would disorient the person, burn their eyes, make it difficult for them to breathe, and give you enough time to get away.
Personal alarms come in all different types of sizes some ranger no larger than a golf ball while others can range in size as big as a cell phone. Most have a flashlight built in and a panic button to sound off a piercing alarm. Some also may have a pull tab which activates an alarm when pulled or detached from the main unit.
Pepper sprays normally come in aerosol type containers, some no larger than a tube of lipstick. Some are small enough to attach to a key chain. Some are disguised as a pager or baton. Most of these sprays can be fired several times and have a range between 8 and 20 feet, depending on model and size.
If you have to use your pepper spray in self-defense, make sure that you have some distance between you and your attacker if possible. You don't want the spray to affect you. Aim the spray at the chest to avoid missing if you aim at the face, then release a 1 to 2 second burst of spray. After spraying the attacker, carefully move away while keeping your eyes on them. If you keep an eye on the attacker you will be able to tell if further sprays are needed. Once the attacker is incapacitated, seek help and call the police. Though it may not seem “cool” to carry pepper spray it’s better to have it and not need it, than to need it and not have it.