What about something we all carry: keys? Even better with kubotan/Ya Warra Bo key rings. (legal in UK as long as used as a key ring, but not if seperated from keys).
Incidently Jaomni, None of my business, but why does the artillery in your "one man army" include "a closet full of expensive women's pointy heeled shoes"?? Or is that a private matter? LOL