Being 16 is a serious limitation as to what 'weapons' you can legally possess. And (as was stated in a previous answer) any weapon CAN conceivably be taken away from you and used against you.
Physical self-defense classes are good, as they can train you how to break free of holds, and where to KICK if you need to. A 'tactical flashlight' is also a good self-defense tool that you CAN legally own. It has a sharp scalloped edge at the head that can be used for self-defense as needed.
Pepper spray can be possessed (if approved by your parents) but is ONLY effective against 75-80% of the population.
A firearm or a taser cannot be legally possessed by a sixteen year old in most states. And Most 16 year olds would not be mentally or physically prepared to defend themselves with a knife either.
Therefore, at sixteen, you BEST defense is a mental awareness of your surroundings, being alert, not being alone when traveling (especially at night), and even during daytime hours. Most criminals are cowards, and look for 'easy targets' or crimes of opportunity. Nothing makes a more attractive target or would appeal more to them, than a person in a daze, listening to their MP3 player or talking on their cell phone, distracted, and vulnerable, fumbling for their keys, or just oblivious to where they are at.
When you become an adult, a taser or handgun becomes a great equalizing force and defense tool. However, just owning one is not enough,, as it is not 'magic'. You must then train and become proficient with it's use, and mentally prepared for self-defense.
I learned CPR and took first aid classes to BE PREPARED, hoping I would never have to USE what I had learned. I have a fire extinguisher in my home for the same reason, hoping I never have to use it. Self-preparation and self-defense are they same mindset.
past paramedic and Law Enforcement Officer