I live in Cal, and i carry a knife its a nice EZ out gerber(when they were still being made in the USA) Thats all i carry for defense as a walking around thing.
I have had it sense i was 14 or so and carry it 70% year around.
Only once was i ever "stoped" by a cop when i had my knife on me. After about 5 secs of him talking to my group of friends, i told him i have a knife and would he like to "hold/inspect it" He said sure, i handed it to him. He kept it untill he was done questioning my friends and me. He made no big deal about it, only asked why i had one on me and i said i carry it for work and just leave it on all day.
I carry my knife in my front pokcet with the clip on the out side, so it is not really hiden. Never had one person see it and comment.
Spray would work too, if i ever found a can of it that i could walk around with