First rule of self protection, be aware of your surroundings and the poeple around you. Make brief eye contact with them. walk like you belong there and not a victim. the eye contact is to let the bad guys know you can ID them. If something or somewhere does not feel right then listen to your feelings and remove yourself.
As a former criminal and relative/friend of current criminals, I second Gezere's post.
OC is a good idea because someone looking to rob folks is looking for easy targets, not people with pieces. Also, they aren't looking to steal pieces from people carrying them. Guns with identifying marks already filed/cleaned are easy enough to acquire without the need to risk getting shot for it.
Muggers and the like aren't usually super smart, but they do weigh risk/reward.