When I walk around the woods here in rural NW Florida I always stick a small but high quality .22 LR automatic in my pocket.
It does not hit hard but it hits hard enough for most things I might run across and in a pinch will do for feral dogs.
I probably should at least carry one of my Browning Hi-Powers but they require a holster and are much heavier.
I live in the Rockies, my concern is mountain lions and bears, both frequent my neighborhood. I’ve had neighbors yell out their window as I walked by to let me know there was a bear in the area as recently at the last week or two.