Just about anything can be used for self-defense. If it's within arm's reach, pick it up and use it if only so you can run away! If nothing is within arm's reach and you have no combat training, go for the soft bits and nerve centers.
Examples of improvised weapons:
Clothing A coat can be used in a variety of ways, including throwing it in an attackers face to buy yourself some time to escape or to distract from an attack. The sleeve can be used for choking techniques. Use it to ward off attacks. This was the common application of cloaks in the 16th century. A scarf can also be used for choking. Put something hard and heavy in a sock and swing. A belt can be used as an improvised whip and the buckle can be debilitating.
A Drink Throw it in your attackers face. Aim for the eyes (especially if you are drinking something acidic or carbainated). Your attackers will instinctively try to protect their eyes and you can use this to launch a secondary attack. If you have time on your side, you could fill a squirt gun with a variety of liquids (vinegar, salt water, hot sauce, etc) and aim for the eyes.
Anti Theft Device in your car Use as you would any blunt object.
Car Keys Thrust or rake at soft tissue targets or pressure points.
Flashlight Use as an impact weapon or to blind if it is dark.
Aerosol cans (Air Freshener/De-Icer/WD40 spray/Hairspray/Cleaning supplies) Can be sprayed into an attackers face or be used as an impact weapon. Added bonus, some of these sprays are flammable.
Tools Can be used as a club.
Coins Throw them as hard as you can into your attackers face.
Pen or comb Can be used to thrust at soft tissue targets.
Umbrella Can be used for thrusting attacks.
Useful links (if you have time to plan ahead)
Blackjacks and Saps
Make your own weapons
Weapons to make at home
More Weapons to make at home