I live in Michigan and am licensed to carry a concealed pistol. I keep one in the truck but seldom carry it. There are some areas where I consider it prudent to carry ( wilderness areas and metro urban areas at night.) My weapon of choice is a Para Ordnance 45. 6shot, 3 inch barrel.
I have never carried while geocaching because the places where I've cached are pretty civilised. I do cache with a 5 foot oak hiking staff with a steel point. It has many uses including, dog repellent, snake medicine, and it really helps the balance on steep hillsides and crossing streams. It would also be useful if you felt threatened by a human animal. For those of you with military training, think of it as a rifle with a bayonet. Your locsl Karate dojo can give you a demonstration of stick fighting that really open your eyes.
If you are going to carry any type of weapon GET THE PROPER TRAINING. That includes mental conditioning,threat recognition and avoidance, and practice, practice, practice.
Remember, the best solution to any fight is to avoid it in the first place.