theyre cool as a novelty, though youre better off taking an asskicking then getting caught using one in a fight. it gets REALLY messy when your opponent ends up with the weapon you tried to use on him, youre pretty much dead at that point.
for carrying around on a regualr basis, a good option is a small kubotan stick or a stinger keychain, the stinger is great if you're a good puncher. weighetd gloves are legal, a lot of bikers wear them, but if you get caught using them as a weapon youre fukd
its not hard to make a pair of brass kncukles on your own, you just need the tools. a neat thing to do is learn to conceal a razor blade in your mouth... ive been working on it, though just as a party trick, its way too risky (and unnecessary) to do it for any other reason.
awesome weapons are homemade saps, like a lock at the end of a chain, or a sock with a billiard ball.
the key to using a weapon is to beocme comfrtoable with it before the fight. when you think abotu fighting now, you imaigne yourself being perfectly proficient and accurate, but in real life adrenaline takes over and you run compeltely on instinct and training with little conscious tohught. someone who is comfortable punching with a roll of quarters or using a chain is in much better position than a terrified novice holding a flashier weapon.