Well, perhaps you can find a more suitable atmosphere. I don't like the idea of someone disarmingme. Yes, I don't routinely carry knives or weapons, but that's beside the point. Criminals don't obey the law. <img src="/images/graemlins/smile.gif" alt="" />

I would also think "DUAL USE". Except in the case above, you might be able to have items that replicate the use of other "prohibited" devices. For example, think of a Kubaton. Why buy this OBVIOUS defensive weapon. Perhaps your <insert relative>, who died in a hiking accident, crafted you what looks like a long wooden whistle. You keep it for sentimental value. It just happens to function as a whistle AND Kubaton. You might even be able to have a long wooden dowel and think of some excuse if someone wants to know. Maybe you practice tying knots on it.

Edited to Add:
I did a google search of "whistle kubaton". Someone said they like to use a "Susato Kildare Tunable D". The main page is here
A image showing the "D" (its on the Soprano side...) is here. A "D" is recommended for beginners, and it's only $30. Just tell everyone you wanted to learn to play a whistle