I use the men's room, keep pepper spray in my pocket, and lock the stall door if possible. It's still a pretty vulnerable position to be in, especially when you go out to wash your hands or if you use the urinal. It's also fairly awkward feeling being in a gender segregated facility for the other gender. But I'd rather feel uncomfortable than be attacked verbally or otherwise, which I feel is more likely in the women's restroom.
Sometimes, if the place is too sketchy, I'll wait and find somewhere else, but sometimes it can't wait and can put you in a pretty bad spot. I was on a long drive the other week and ended up going into a highway rest stop to use the bathroom at like 3 in the morning. There was one dude in there and another outside smoking a cig. I was pretty nervous about that but nobody bothered me; for the most part people are cool and true predators are somewhat rare (I hope?).
But I'm completely aware of just how vulnerable I am in situations like that. Between the strength loss from HRT and the increased likelihood of being a target, I definitely feel pretty scared when I'm in a situation that people could easily stop my escape or overpower me. It's weird being pretty much completely reliant on other people for my safety.
For the first time in my life I feel a sense of relief when cops are around, though I've heard enough horror stories of their interactions with trans people that, while I'm glad they're there, I try not to interact with them directly or do anything to draw their attention or ire. I guess that pretty much sums up my interactions with the world in general these days.