Aside from all the other types of SD already discussed, I'm personally sold on the flashlight. Prefereably with strobe capabilities.
Just bought one of
these for myself. The strobe is quite nauseating and the bevel is meatier than the one on my Surefire E2E, PS version.
I work in a place where a blade over 1 inch is considered a weapon, so the flashlights are my choice to carry at work and to/from work.
LL