Apart from the usual backpack and suite of survival gear, I always thought that a knife and/or handgun would be the ultimate self-defence weapon. After all, the ability to provide a superiour firepower in the face of any threat is a great tactical advantage.
I have, to my own surprise, come to the conclusion that while having a handgun and/or knife is a great offensive tactic, it is not very defensive, especially during normal situations. In most countries most weapons are illegal and could get you into a lot of trouble.
A better way is to learn self-defence using only your body, in the form of martial arts. Because if you are attacked you are most certainly taken by surprise, and you won’t have time to draw a weapon. Better to use the correct tactic immediately and find a way to get away, and use weapons as a secondary backup in case you need to go offensive or hold your ground.