If I'm commuting and wearing normal pants/shorts I carry a folding knife. If I'm going for a serious ride and wearing spandex I'll have to use my bike as a weapon if it comes down to it.

I used to have a ccw when I was living in VA but in CA it's impossible to get one. The irony of course is that I never felt like I needed to carry in VA because of safety (but I did because anyway because I could) and in CA (los angeles area) I feel like I need to carry everywhere I go but the local government doesn't trust us here enough to honor our rights.