Personally I'd rather have something defensive that would increase my survivability than any super weapon.
If I could, I'd like to have some kind of personal forcefield and cloaking device build into a discreet accessory, like a amulet or a bracelet. That way I could avoid getting killed and still be a force to be reckoned with, even if I was unarmed or throwing rocks.
A Crysis Nanosuit would do very nicely, although it would get very smelly very quickly as I would be reluctant to take it off.
However, if I had to choose a weapon, I'd go for a Jokaero Digital Weapon [http://wh40k.lexicanum.com/wiki/Digital_weapon] (that could be reloaded easily so fired more than once), preferably in a plain looking signet ring.
It would be very discreet and hard to disarm from me, but it would be able to punch a hole in anything and anyone... although I'd still have to be discreet about using it otherwise I'll be burned at the stake, plus it would still be out-ranged by a Longbow, so I'd have to be careful about ruffling any feathers. Speaking of which, if I were to use it to hunt game I'd have to wing or shoot the legs of my targets and let them die from the shock and blood loss, a direct hit would erase any meat I had planned on eating.