I always ride alone, and while I'm in an urban area, I'm often in areas that are not very populated. Most of the important points have been covered -- letting someone know your route, being aware, etc. I do have pepper spray at times, and I'm honestly not sure if it would ever be useful.

I think trusting your instincts is important. If it doesn't feel right, I'm out of there.

Regarding guns, if you haven't lived in an area where guns are common, you might not realize that for some people, carrying a gun is a routine thing and not necessarily a sign of excessive fear.