You'll have to call local law enforcement and ask about concealed weapons, mace-sprays and all that.
The idea about somebody turning your own weapon against you is a valid one.
A roll of nickles or quarters, a battery, or a short peice of iron rebar will not be considered a weapon anywhere. Close your hand around it and the fist you've got then is an amazing cudgel, you can really break somebody's face without breaking your fingers.
In your car, you probably want to keep a length of pipe. If you have to change a tire you slip this pipe over the end of your 'spider' lug-wrench thing, making it effectively longer so you have more leverage -- that allows a physically weaker person to untighten lug-nuts that your friendly mechanic put on immovably tight with his pneumatic wrench. It's called a 'cheater bar' and is a good cheat in a fight, too.
A dog is not really a weapon, but it is a great deterrent. Any dog, even a tiny one, helps in this -- bad guys don't want to deal with a dog. A bigger dog is more effective, of course. You don't want a mean dog, get a friendly and calm one. Mean-seeming ones are often shy and real scary situations can tip their balance from threatening to running. People may joke that their friendly dog would lick an attacker to death, but a dog knows when you are in real distress and almost every friendly dog will throw down for you when you need it, no training required. I know a jolly fat little miniature poodle who ripped the hell out of a man's ankle and hand for his lady. Since a dog is only effective when it's there, a friendly one is much better because it can come with you places and not be a problem. Socialize the dog well, so it is calm and friendly with all kinds of people (women, men, children, people in wheelchairs, people wearing weird hats, etc) and with other dogs. You want a companion who will be there with you and for you, not a dog you have to constantly struggle with to keep out of trouble.
