I have not read all the posts so this may be a repeat. I carry one of these (similiar at least) when I commute in well before daylight (and back home in the evening) on my Salsa Vaya -
http://www.defensedevices.com/aspbaton16inch.html The 16 inch version fits in my back pocket or in the painter's pants right pocket. I also leave the tough nylon holder on the handlebars of my Mezzo folder and carry it in there when commuting on that bike. If I feel uncomfortable with a situation, like when I have left the last sidestreet far behind on our MUP and have no other options but to pass a walker or two, I put it in my right hand and keep the hand on the handlebar so it cannot be seen, but can be used in a split second. Best to learn how to use it as well.