The premise of your question is that you can buy physical safety like you can buy a t-shirt at the store. The problem is that self-defense doesn't work that way. Self-defense is a part of your lifestyle and whether you like it or not, your decisions on a daily basis affect your personal safety.
A good self-defense is a relatively complex set of techniques, habits and strategies which you carry with you everywhere. The best kinds of self defense are multi-faceted and include several stages, trained responses and a consideration of the legal issues which may arise as a result of your actions.
In the same way that you can exercise to keep fit, you can train martial arts to get better at physical self defense (if you train right). If you stop exercising entirely, your fitness decreases.
Martial arts aren't the kind of thing you can learn for a few years and then stop doing it and expect to keep the full skill-set you had during your training. I know this from experience, having stopped training Tae Kwon Do over 9 years ago now, I can't say that I have any ability remaining in that martial art. If I can largely forget 14 years of training, I suspect that most people will easily forget a few hours or days of training.
The problem with books is that they are at best theoretical additions to an existing skill-set. Would you trust someone who's only read a book about driving to drive a car? How successful do you think they would be on their first try? Why would this be any different for self-defense?
Some would argue that instinct could kick in and pure aggression is good enough. The problem with this argument is that instinct only just puts you on par with everyone else. Everyone has instinct but unless you're very lucky, your assailants will also have experience and maybe even training too. Training in MA is simply a way of stacking the odds in your favour (if you do it right, and there's a huge debate over what the "right" way to train for self defense is. I'll refrain from commenting on that, check the Self-Defense forum for opinions). In terms of actual statistics, I have none and I'm not sure that they even exist, any evidence I could give you would be anecdotal. Mechanically, many MA techniques are provably effective at causing injury and/or restraining people.
There are definitely benefits to self-defense classes and books/videos. In a class, you're likely to learn some basic skills for physical self defense but more importantly, you're likely to learn the stages of self defense and methods for awareness and avoidance. These are often overlooked and I think they are more important than physical self defense on the whole.
Martial arts are certainly not enough to guarantee your safety. Nothing really is. I think that you can get a lot of information relatively cheaply about the stages of criminal behaviour and principles of self defense (particularly awareness and avoidance) in books written by Geoff Thompson, Marc MacYoung (http://www.nononsenseselfdefense.com/
), Rory Miller, and others (I'm reading through Verbal Judo right now which is quite an interesting read). The problem is that when worst comes to worst, you may have to rely on your skills at physically defending yourself using force and these books can't give you that.
Since physical self defense is probably the last line of defense you have, any advantage you can get with it is valuable. This is why I think that training MA is value for money.