Thanks to a good friend who set up a private session for our playgroup, my 6 yr old just went through self defense, safety training that is well worth the time and minimal fee.
Check out http://www.radkids.org/ataglance.shtml
Radkids is a program that is offered at various schools, local centers. In San Diego I have heard of pre-schools bringing them in, and several instructors who will conduct a class of a group of friends. Contact them directly to inquire.
What I liked about the program was that it is active - the kids can practice techniques they learn, including the kicking and yelling. Sensitive subjects are dealt with in an age appropriate way (stranger danger and inappropriate touch) and topics we may have felt we covered well such as fire safety and traffic each had new recommendations or approaches I hadn’t thought of.
I highly recommend this program. They also note that you can return to a Radkids program as many times as you wish for no additional cost until your child is 13. A nice touch I thought as the techniques and topics will change as they get older.