You stand the very real risk of having whatever self defence tool you choose to carry taken from you and used against you - escalating an incident which may have been a few punches to an assult with a weapon.
I was once told (by a chap who seemed to have some direct experience of such matters) that your chances of getting cut in a knife fight are basically proportional to the number of knives involved. You're as likely to get cut by your own knife as the other guy's. (Assuming you're not highly trained in such matters.)
I'm also convinced that you're far more likely to get into trouble if you go around tooled up for it.
"A wise man does not contend, therefore no one can contend against him."