Our Jeep is less than secure with it's soft top on. Bringing a shotgun along for the ride creates headaches for the storage of it at night or when away from the vehicle. I'm in Canada, our laws state that it has to be (ambiguously) 'safely stored'. Also, handguns are not permitted outside of your residence or an approved gun range, unless you are one of the very few fortunate enough to have received the rare-as-unicorn-teeth blessing of a permit.
A knife, sure - no problem. Bear spray, same thing. An axe or hatchet, yep - they're good to go. A big problem for us is if you are ever asked
why you are carrying something. Self defense seems to be frowned on here, in general. As a tool, no problem. Confused??
A large flashlight or even a hockey stick, no one would cast a second glance!
My only real bit of advice is to know the laws of the areas you are traveling. Ignorance of the law is not an excuse.