Since you don't own a tent or a hammock currently I sense you're just at the exploring your walk across the country stage of things. If you're most concerned about the element of surprise while sleeping then maybe you haven't considered where you'll be sleeping either. Just where are you going to walk the earth afterall? Because its one thing to re-trace the lonely path of the Voyage of Discovery (Lewis & Clark), and another to hitch a ride along I-80 and always stay within a hundred yards of the nearest culvert. On the Lewis & Clark trip, most places you will be all on your lonesome, no one to sneak up on you for miles and miles, you will need to plan your itinerary to stop at places of human habitation. You could die, but most likely of starvation, appendicitis, or maybe boredom if easily bored. Along I-80 otoh you could get a shiv between your shoulder blades, or a 24 hour ride from a talkaholic trucker headed to Salt Lake (like I did once, 'spoiling' my ride through the Rockies and midwest). Neither is all that likely, especially the long haul trucker willing to take you on. But I think you're overweighting the personal safety aspect of this adventure. If you really want trouble, it will find you.

If I were to hit the road again I would take sleeping bag, thermarest pad, and my Double Rainbow tarptent, it weighs in at less than 4 pounds and repels all manner of crawlies, mosquitos, rain and a certain amount of snow. Most times I would prefer the relative comforts of the Motel 6 or Holiday Inn, but am mighty comfortable in the tarptent too. Consider you want to get out of the rain (fast) sometimes, the tarptent keeps your gear drier than a hammock.