There are many options for home/self defense between a baseball bat and a gun. There are stand-alone alarm systems designed for apartment dwellers for a start. A big advantage to these is that they will protect your premises even if you’re not there.
Most burglars don’t carry weapons since armed robberies have far more severe penalties. A non-lethal device like mace or a taser may be a better choice, especially for your girlfriend. If you decide to buy a gun, be sure to train your GF and keep it safe.
And you’re absolutely right that it sucks to have to spend your money on protection but the world is full of people who prefer to take the easy road in life. Nobody likes to see their tax dollars going to law enforcement and military spending either but it’s a necessary evil that we all have to live with these days.