As noted, hand-guns, not really possible.
Long-guns/shot guns, only of you have plans to go hunting; documented, with license is a good idea.
Self defense is right out, period.
Pepper-spray, only Bear-Spray is allowed, again, self-defense is not
Even many Martial Arts weapons are banned, anything "hinged" and throwing stars (among others)
FYI, the Canadians bust people all the time for trying. In point of fact, if you have an NRA or other gun rights stickers, expect an in depth search.
If you have Texas, Alabama, etc plates, you are more likely to get an in-depth search, due to the perception that you are more likely to try to smuggle guns.