I wouldn't carry a gun or a tazer. Pepper spray definitely works - I've been sprayed by the stuff the police here in the UK carry & it REALLY hurts. You can't wash it off coz it just makes it worse, you just have to wait for it to wear off, which takes AGES. It also filled my apartment with such a gassy stink that, even hours later, I was unable to stay there until the next day. And even having left all the windows open overnight, there was still quite a noticeable smell left over the next day, though the eye-burning feeling had subsided.
I'm not sure how true it is, but I've heard that the UK police stuff is classed as a firearm & has to be signed in/out as the officers clock in/out. This is possibly why it's illegal in the UK? Even homemade pepper spray is supposed to be illegal too - I looked into recipes online when I was cornered by a client at a hotel a couple of months ago after I told him I wouldn't be able to stay all night.
You could just look at the items you regularly carry with you, like keys, mobile phone, toys, etc & see what could be used as a weapon in an emergency. A crack to the head with the edge of your mobile phone would really hurt, as would a jab to the ribs with a hard plastic vibrator. There's a wealth of videos on YouTube about self-defense techniques, including effective pressure points, so I'd watch those for some pointers.