I've also heard that you get a #1 (or is it #3? Help me out here, someone) lead pencil. It's the one w/ the very hard lead. You sharpening them to a needle point and then tuck them away in your shirt pocket. No one is going to question/ban some guy carrying pencils in his pocket (protecter).
Then, if threatened you taken one of the pencils and rake the guy's forhead, which will bleed like Niagra Falls. This give you time to make an escape, or make you next move.