the rational part of me says get a really bright flashlight with some weight to it
the cool part of me is screaming KNIFE

I'm kind of like Mob from Mob Psycho if the unlimited power hidden inside was being a girl
the rational part of me says get a really bright flashlight with some weight to it
the cool part of me is screaming KNIFE
I know this is a joke chost, but would you like some actual tips on carrying a knife for everyday use and self-defense?
I'll split this between advice on carrying and advice on using.
For carrying: Make sure you know your local laws around owning and carrying a knife. Not just whether it's legal to have one, but the legality around open carry, concealed carry, length limits, etc. None of this is to say don't get a knife if it's illegal because I'm not a nerd, just be aware of the laws around it so you can better safeguard yourself if you're in a position to use it or may interact with cops.
Be aware that introducing a weapon into a situation makes everything more serious. This includes legally, since many places won't accept self-defense if you pull a knife on someone and stab them. If they're also armed, that might change, but it's a good reminder that fighting is a last resort and not to take carrying or using weaponry lightly.
When you carry, keep your knife somewhere that's easy to access in an emergency. Whether you need to defend yourself, cut a seat belt, or open some mail, keeping it in a pocket that you can easily reach from both a standing and sitting position is a smart choice. Regardless of where you choose, you're going to want to practice pulling it out just like you'd practice drawing a gun. Getting that ingrained in your muscle memory means you don't have to think about it when you're panicked and in danger.
For use: Find a knife that feels good in your hand. Things like style and length will largely depend on your personal taste and what's most comfortable for you to use, but I would recommend against something huge like a Crocodile Dundee because it's unwieldy and hard to keep on you in casual situations. I'd also recommend against something small like most pocket knives if you plan on actual self-defense, since they have very short blades and that can make it difficult to fight against multiple people or someone else armed with a longer knife.
Any weapon needs practice and training to use properly, so don't just buy a knife and then forget about it until you're in danger. Take it out and get used to holding it. Find some exercises you can do to teach you good form for stabbing and slashing. Some quick tips would be not to flail around in all directions, as this is just going to tire you out and is easy to avoid, and don't do the reverse grip no matter how cool it looks. Reverse grip is for downward stabbing and for holding a knife while mobile (running, climbing, tumbling, etc.) to lower the risk of falling forward and stabbing yourself. Hold the knife with the blade away from you and pointed at a target. That means that, whether you're up against someone with fists, a knife, or a blunt instrument, the first thing they come in contact with when advancing on you is your blade.
The best place to hold it will depend on the style of knife you have, but keeping a firm grip just under where the handle turns into the blade is a good way to keep control. Most important is to keep your body loose and stay mobile. Running is your best options, but dodging and parrying is the way to avoid injury if you're forced into a fight. Also, a lot of people naturally want to hold their free hand out like a shield, but that's a great way to either cut yourself or get cut by the other person. Your free hand is your last line of defense and can guard your vitals or push away attacks if someone gets past your knife. The knife itself is both offense and defense.
Lastly, it's important to conceptualize that a knife is a deadly weapon. This means it is intended to kill someone attacking you. Most of us don't want to kill people, but if you're using a knife or other deadly weapon, you need to be aware of the possibility and be willing to do so if you're afraid your life might be at risk otherwise. If that's not possible for you, you might want to look into other forms of self-defense, including less-lethal options (note: not non-lethal, just less-lethal, as all forms of self-defense carry a risk of fatal injury).
It's also a good idea to take self-defense classes. A lot of them, especially martial arts classes, cover knife skills, but they can also be a good foundation for unarmed self-defense and survival skills, too.
Hope this helps. If you're looking for where to buy a knife (or a good flashlight), eBay's got tons of cheap options. You can get a decent knife for about $10 and most sellers will ship anywhere.
Flashlight with the light of the evening sun but then you press a button and a knife comes out of the lens. They'll literally not see it coming
Get ballsy with it. Buy a bollock dagger. 
(I say this only half-jokingly, as someone who really enjoys medieval and renaissance arms and armor, and the potential irony of a trans gal walking around with a dagger whose hilt is shaped like a dick & balls)
catching my attacker off guard by yelling "I'm gonna go balls deep!"