My tae kwon do instructor made a point once which I think is relevant here:

"If I'm fighting a guy who weighs seventeen stone, I see a seventeen stone eyeball."

Jamming a finger or thumb into an attacker's eye, no matter how big or strong he may be, will make him think again. Shoving a key (a car key or yale key is best) into his eyeball will be even more effective.

In addition to this, I would like to stress that while learning to hit an attacker where the most pain and injury can be caused is a great idea, it is also neccessary to learn the most appropriate attacks to use against these areas. It may seem like a minor detail, but it could save your life. For example, did you know that a quick kick to a single testicle will cause much more pain than a full force shot right between the legs?

Another useful piece of knowledge is how to bite effectively. Simply sinking one's teeth into an attacker's flesh will be painful, but it's more effective to be able to rip off chunks of flesh with your teeth. This can be achieved by biting a fleshy area (a place where there is something between skin and bone), clenching your teeth tightly and shaking your head left and right while pushing the attacker away with your hands and pulling your head backwards.

Gib makes an excellent point. With practice, self defence techniques will become second nature. The best sort of training to accomplish this, in my opinion, is one step sparring, where your partner repeatedly launches the same attack (right punch, side thrust kick, etc.) and you continually defend and counter-attack until the response is committed to "muscle memory" and can be instantly recalled without thinking about it. So by all means, study a martial art.