First, you'd be carrying a stun gun (direct contact electrical charge), not a tazer (throws charge at distance). Actual tazers are generally controlled; stun guns (which some folks call tazers) are legal and readily available for as low as $6 on ebay. Mine is 6.8 million volts and maintains its charge through occasional plugging in at an electrical outlet, which I don't have to do frequently. Easily accessed in the off-the-belt holster with which it comes. I've traveled with it through maybe 25 states without problem. It's illegal in Canada, but so is pepper spray, which I also recommend carrying in the US.
If shit goes down, you're less likely to get in trouble for using a weapon categorized for self-defense. Also, if you bust out the knife, you better be handy with wielding your weapon and your body. Best defense is prevention--don't leave yourself in a vulnerable situation. Follow common sense: Don't display valuables. Don't get schwilly or catch out with people you don't know. Don't be in a place where you can be outnumbered by folks with questionable intentions. Be aware of cover and exit strategies. Etc.
Happy to answer any other questions.