Should women take steps/precautions to protect themselves from crime?

I've heard that women shouldn't have to protect themselves because society is dangerous. The argument is that society should change so women will not have to worry about their safety when out of the house. With the knowledge that world is dangerous place, I believe that if one is able, they should take steps to stay away from bad situations and have a plan B when being the victim of a crime.

If you believe in protecting yourself against a physical threat, what do you do, or use, to ensure that you are not helpless in any given context?

If you believe that society should change instead, what SPECIFIC changes do you propose to improve societal conditions? (no vague "talking points")