There's a reason I carry a flashlight everywhere I go, and it amazes me that people don't. Your neolithic ancestors would have considered it next thing to magic.
While I used to carry the waved Spyderco Endura, the larger Saber Red Mk.6 spicy treats dispenser, and the 2-cell Surefire, I've downsized to the Delica, Pom OC spray, and single-cell Surefire. It may only use a single CR123, but it still puts out 500 lumens when you mash the button, and a useful 5 lumen task light beam when you lightly press it.
Pepper spray and guns are things you have for really bad emergencies, but I find myself using that knife and flashlight multiple times every day, even though I've never been in hand-to-hand combat while locked in the ninja closet.
.