Metal Rod
Keep a metal rod under your pillow to take out in case of a robbery.
Knife
Keep a large knife hidden in your room to slash, slice, and dice intruders.
Dog
A good old guard dog to chomp on the bones of unlucky felons.
Spiked Glove
Poke some nails through a leather glove and punch unsuspecting burglars.
Flail
Put a rock or paper weight in a sock and tie a knot, then swing it around.
Guitar
Swing dat thing like a battle axe.