Self Defense: Fists, Clubs, Knives, Guns

Fists
No link needed here.  I suggest that most of what you use your hand for are grabbing things to use as weapons unless you are well trained in martial arts.  I'd still take a cane, chair, or metal object as a tool for defense before I'd rely on my empty hands.

Clubs
Any strong stick or object can serve as a weapon and can be almost the equal in terms of danger to a knife, though not quite since a knife is lethal and most canes take multiple strikes to achieve that.   As for defending against an attack the good thing about a club is that it can help maintain distance.

Knives
A knife outranks an empty hand for most.  One thing I suggest is to have a knife that won't cut you while you are trying to use it.  Without a handguard the best thing is knife shape and an aggressive handle so that it won't slip in your hand when using it.  As for using the knife, I'd keep it hidden and concealed from the target until that person comes at you.  You can turn what your attacker thinks is an open hand struggle into one where you have delivered a fight stopping injury equal to an bullet penetration from a handgun.

Guns
Training, training, and more training, and then more practice, practice, and more practice.  Master them and when you can carry as if your life depends on it.  A gun outranks empty hands and knives when out of reach.  In close range a knife can be just as lethal as a gun.