Do you like your security to be a bit more hidden? If you do you might want to check out this stun gun that is modeled after an older cellphone. I'm pretty sure I owned a cellphone that looked exactly like it, about four years ago. I'm sure it would be better than some of the bulkier models though.
The only glitch with this stun gun is that if you carry anything that indicates you like the latest and greatest technology it will be a bit of a giveaway that something is up. I'm not sure that anyone would guess that it is a stun gun, but they will know that something is off at least. Now if only they would create a smaller more attractive pepper spray key chain, the one I have is not pretty.
It puts out 800K volts at the press of a button, but it does have a safety switch so that you don't confuse your phones and accidentally stun yourself. They are going for around $120.
Mobile Phone Stun Gun [via funniest gadgets]