Here is a easy but over-looked tip when you go anywhere: always keep your head on a swivel. Whenever I exit my vehicle, I always look around. You are less likely to be messed with/robbed/taken by surprise if you show you are aware of your surroundings. Also project confidence: always look confident when you are doing anything; confidence makes you look less vulnerable. Lastly, always go out with another person. I go with my girlfriend and we have not been messed with in the six months we have done it, by other scrappers, homeowners, or law enforcement (even after they drive by while we were loading).
I dont personally carry a gun or knife, while my girlfriend carries a small knife. I *do* carry a good-sized Maglite which could easily serve as a defensive tool (swing it or throw it). I think its a better option than a weapon, because its too easy for someone to approach you offensively, you hurt them, and then have to go to court to argue assault/self-defense. The penalties go without saying.
I rely on the latter advice before anything else.
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