I'd sure think about a stove and a french press coffee maker (they have cup size models now) if you really like coffee that much.
As a practical matter, you can't bring a gun. Different states have different laws and a number prohibit concealed carry of a firearm by civilians. Some states have reciprocity with others, but it's by no means universal.
www.packing.org tries to catalog the various state laws. There is a Federal "safe passage" law but securing a firearm on a bike would be difficult. It's another 2-3 lbs and several hundred dollars, plus extensive training.
Pepper spray and a cell phone are more flexible choices. I'd think about a small gps like the Garmin eTrex series, with the appropriate maps loaded. If you spend a little more you can get one that will auto-route and you can specify you're on a bike - I have the Garmin eTrex Vista CX, which also has an altimeter.
You can buy all three for less than the cost of most firearms. My brother-in-law rode the country East-West and had no security problems. Not runnig out of water will be a bigger challenge than getting robbed.