The only tools you're ever need:

1) Body: Get into excellent physical shape
2) Mind: Learn everything about the world around. How _everything_ works. Be like MacGyver.

For the rest. Improvise.

As a former marine and former coworker always said: "Improvise, Adapt and Overcome"

Of course, certain items you may carry could up your effectiveness in improvising:

- Multi-tool. MacGyver had the Swiss Army Knife. Les Stroud has the multi-tool. May not be as effective as a specialized knife, but a good tool in an urban environment. Most states don't have a problem with knives under 6 inches. I think it's to avoid people running around with large swords and daggers that are less personal as a pocket knife. Might have something to do with larger swords being able to remove limbs.
- Flashlight. Can see into areas that are obscured by other objects even in daylight. Ask any cop if they've ever used their flashlight during the day. Also, bright ones, like Surefires, could temporarily incapacitate someone. Conceal Carry Legal in all 50 states. Can possibly be used like a Kubaton. Maybe. Never used one, but, my Surefire is a little bit bigger.

I think if you search the forums you'll find these two items are the most carried. I can't think of anything else off the top of my head that would be extremely useful. Others will have ideas I'm sure.