Those which are legal to carry are often not very effective as weapons. Knives are difficult to achieve proficiency with, and almost impossible to practice with effectively. Knives require close proximity for use, and thus put you closer to an attacker. While knives can be very effective as defensive weapons, to be proficient takes professional training and plenty of practice. Pepper spray is quite effective, if used properly, under certain circumstances.
Many police departments issue pepper spray for use by their officers.
It works by irritating the mucous membranes in the eyes, nose, and throat. Considered by many authorities to be less effective than OC Spray. There are hybrid chemical sprays on the market that combine OC and CN, and these are considered by some to be more effective than either agent by itself. There are a nearly infinite variety of martial arts which may be learned. Some are intended for defense while others are primarily offensive.