Susan,
You are correct when I said tire iron I really meant a lug wrench; the one that comes with the car is fine.

Erik,
The MA training and knife are good but if someone tries to size you up as a potential target they will think twice if they see you holding a D cell Maglite and a lug wrench or other tool.
If the police show up they will not think to hard about a broken-down motorist with proper tools in hand as opposed to a knife for example. This way you discourage preditors without alarming the police.

WAlmost any headlamp you can buy will be reliable; Doug has one he sells. Petzl has been making headlamps for the longest time.