1. Pepper Spray
Weapons laws vary widely from state to state or even county to county in some cases, so much that carrying a concealed weapon across state lines almost requires a law degree. Personal self-defense philosophies vary every bit as much.
No matter what your reason for seeking out a non-firearm alternative, pepper spray might be the best option. Nothing will ruin your day like getting mugged. Turning the tables on a mugger with some pepper spray to the face, well, that might turn your frown upside down.