Most effective self defense items?
The most effective self-protection weapons, yet, are those who aren't as noticeable as a knife, taser, etc. For example, a cane -- whether needed for walking or not -- makes a great weapon. An umbrella with a sharp point in the end additionally makes a good weapon, as does a spiked high heel shoe or a really hefty bag that may be used for bashing.
Since you can see, you could be adequately "equipped" without being "equipped" at all. You will need a license to carry a firearm, and taking a knife that could do any actual damage is illegal in most states. Wearing spiked heels and taking a bag and umbrella, however, is legal in most states! Check out my friends blogs at karatechops and karatetough. They have some interesting comments on martial arts