I would agree with almost all the recommendations in this thread, with one exception - please do not send your daughters to 'a' self-defense class. A single class - or even a short series of classes - will not build up the muscle memory or instincts they will need if they ever find themselves in a physical altercation. At best, it will give them some theoretical good tips - 'check the backseat of your car before getting in', 'always stay alert and know who's around you', etc - and at worst it will give them a false sense of confidence that they can break a hold or escape someone who has grabbed them when they've only practiced a move once or twice, usually against people who are not trying very hard to hold on to them.
I would absolutely recommend you enroll them in a good (not sport) martial arts course, at least by their preteens, and keep them in it long enough that they know how to maintain their balance, they know how to react when they're being grappled or shoved to the ground, and that they know how to throw a solid punch or a kick without even thinking about it. Look for ones that focus on practical self defense --kicks, punches, grappling, falling and getting back up quickly--rather than super-flashy tournament or Hollywood-esque moves. Enroll in it yourself so you know the school and you know what they'll be teaching your kids.
Hopefully they'll never have to use any of it. But as other people have said, it will teach confidence, self-awareness of possible threats, and just the way they move and hold themselves will likely deter a lot of potential predators, whether they're strangers or boyfriends or something in between.
