I'd be surprised if bear spray doesn't work on cougars. It seems to work on pretty much everything with two or four legs. I've actually used pepper spray (not bear spray proper) on a big, aggressive cat that possibly had rabies. A very brief burst sent it jumping about 6 feet in the air and it settled the situation right there and then.

Luckily I have only had to deal with hostile wildlife on a few occasions but I can share some advice I got from a friend with a lot more hands-on experience, plus some scars and war stories to go with it. A lot of people are afraid of wild predators and panic if they're attacked. He said you should treat any four-legged animal, dog, cougar, even a bear just like a human assailant. The main targets are the same, head/eyes/snout, neck, belly, testicles (in males) so if it gets to hand-to-hand, that's what you should be aiming at. With bare hands, knife, rock, whatever. Rifle or shotgun, bear spray and stout stick are all very useful if you have the time and distance. Depending on your options, you should carry at least one of them out in the bush. But he emphasized you should still mentally prepare yourself for the eventuality of having to fight back at close quarters if the predator surprises you. Supposedly anything you do to fight back will improve your odds greatly because most predators only look for weak prey and will retreat if the victim resists.

Can't say much else except that it made sense to me at the time. While the odds of being attacked by a cougar or bear are small, you just never know. Besides, even in a city you could run into a berserker pitbull any time.