I must say that sometimes I do not carry a gun but I do have a CCW pemit. I have and do carry when I feel it's needed. I don't live, work, or travel in a high "stress" areas on a daily basis like others that have posted. Don't get me wrong, I don't live in a fantasy world. I do believe that ANYTHING can happen, at ANYTIME, and ANYWHERE. It is just not fully ingrained or desired on most days. For me. BUT...
I NEVER EVER, EVER, EVER GO OUT WITHOUT AN EDGE. Knife edge that is. I go with Medium size with XL capabilities.
My first preference is a Spyderco DELICA with 50/50 Spyderedge blade. I'ts hard to tell how much I'm impressed with the service I've gotten from this knife. I will only recomend the 50/50 edge when somebody asks about protection. The forward unserrated part of the blade gets 75% of a pocket knife duty of small cuts and stuff like letter or box opening. The close serrated half of the Spyderedge cuts the big stuff like ropes, straps and seat belts. On the defense side the Syperedge would cut through a tendon faster than any miscreant could pull his arm back. There are many self defense courses for edged weapons. If you have never seen what a Spyderedge can do check out some books, videos or classes. My next Spyderco would be the Endura, as it is a little bigger. These two knives have been on lots the patrolman's belts since 1990.
My second prefence is Cold Steel's mid size VOYAGER with a plain edge. I bought this Pre 9/11 and at the time there was a restriction on serrated in a carryon bag. Ah the good old days. Many jurisdictions have rules against serrated edges so my Voyager gets the start on those days.
Lots of emergency room surgeons will tell you that a knife, used properly, will maim or kill just as fast.
Any tactically trained Police officer will tell you that inside the 15 foot mark a person with a knife will get you faster than the reaction time to draw a CCW gun and fire.
You just have to be 100% sure you will win. Any fight or confrontation is lost due to lack of will power. Many times before it even starts.
Hope this helps.