Pepper Spray vs. Stun Gun: Which would you prefer to carry?

Caitlin.
What do you all think the better method of self defense is? 
NOTE: Stun guns are illegal in Hawaii, Massachusetts, Michigan, New Jersey, New York, Rhode Island and D.C. as far as I am aware. There are limitations in Illinois and many states have local regulations on the possession/ownership of a stun gun. 
It is legal in all states to possess and carry pepper spray but can be regulated by factors such as size and weigh of canister, ingredients, etc. Alaska, Arkansas, California, Delaware, Florida, Hawaii, Illinois, Massachusetts, Michigan, Nevada, New Jersey, New York, North Carolina, Rhode Island, South Carolina, D.C., Washington State and Wisconsin all have laws regulating the possession of pepper spray. 
Putting that information aside, which would you prefer to carry to protect yourself? Is there a reason one would make you feel safer than the other? Do you feel like you don't need either? 
M

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