I picked handgun, although I do carry a small knife around with me when I have classes that go after dark. Provided I actually know how to use said gun, I would prefer that. You can surprise your attacker if the gun is concealed, and most people would stop their charge after getting shot once. I'd want either a colt .45 or a snub-nose revolver.(what? those are the guns nesrin has? what a coincidence! XD)
What I REALLY want is a trench spike. It's a long, sharp metal pike attached to some brass knuckles. I think they're from WWII, and they were designed so a soldier could run up to a trench and stab it downward, piercing both helmet AND skull. They are just badass, and one is for sale in the antiques shop I know. I've been debating whether or not to buy it, just 'cause it's so damn cool!