Developing and rehearsing teamwork, communications, and tactics/SOPs is what I would prioritize first. Proper emphasis on those helps avoid having to deploy weapons at all. While weapons and skill at arms are an important part of our defenses, they aren't the most important part.
As an example, a woman in SC was shopping, with her child, in Wal-Mart and noticed a man seeming to shadow her. She thought nothing of it at the time. She left and went to her car. Her SOP was to immediately put her child and purchases in her minivan, get in, and close and lock the door behind.
After she was secure, she would go through the rigamarole of belting the child in, securing the groceries, etc. As she was doing so, she noticed that same man walking behind her vehicle, looking around. Her first thought was "he must be looking for his car." Then she realized he was looking for HER not his car. But she had gotten in and ensconced herself so quickly that he couldn't figure out where she had gotten off to.
She was shaken but unharmed. Her tactics had saved her not weapons or skill at arms.
"Risk comes from not knowing what you're doing." — Warren Buffett
"You can't go as deep [in] training as in a race or a fight. If you don't compete it's easy to convince yourself you're going hard. You're not." — Mark Twight