Chilie extracts create the non-lethal force by causing eye irritation and sometimes even partial blindness temporarily. This makes it ideal for someone who isnt comfortable using a chemical self defense spray, and is relatively simple to use.
Pepper spray can take a moment for it's effects to be felt, so dont immediately deploy a second application. Continue to back away and be vocal, yelling at your attacker to stay away, hopefully this will also bring attention to what is happening.
Personal protection weapons are simply that; weapons for personal defense. Also called CQC weapons (or Close Quarter Combat weapons) they can include everything from knives to handguns to brass knuckles to tasers. These are weapons specifically designed to dispatch anything that gets close enough to get YOU. Choose carefully based on your own abilities and skills though, if you weigh 150 pounds, a heavy battle axe is probably not the best choice for you, particularly if facing multiple Zombies. You want weapons you can handle quickly and efficiently.
An armed society is a polite society. Manners are good when one may have to back up his acts with his life.--Robert A. Heinlein