So, in no particular order, here are some thoughts:
Pepper-spray should be part of your Every Day Carry for self-defense: Pepper-spray is inexpensive, easy to use with training and practice, is legal to carry on all 50 states (but check your state's laws), and is typically non-lethal. Pepper-spray will usually not completely disable an attacker or aggressor, but it will often give you the chance to at least slow down the threat, create distance between you and the threat, and hopefully escape the situation and contact law enforcement... yes... anytime you have to use your pepper-spray against a threat... call the police!
Pepper-spray can be legally carried many places that a gun, and even some knives, can't be carried: My wife and I both teach in public schools... my daughter is an ER nurse at an area hospital... we can't legally carry a firearm at work... and until the law changes here in Ohio on March 21st of this year... we can't even keep a gun in our vehicle on school premises. We can carry pepper-spray. Many personnel policy manuals don't forbid carrying pepper-spray, but most forbid guns and knifes of defensive length or size. Also, know your state's laws regarding defensive sprays. I am not an attorney, but one of the best summaries I've found for the legalities of purchasing and possessing pepper-spray in different states is on Ebay.
Pepper-spray should be carried in your hand, ready to use: You need to carry your pepper-spray in your hand and be ready to use it in various situation and contexts... especially in transitional or vulnerable spaces... jogging on a trail, carry it in your hand or on your body... leaving the store, headed for your vehicle in the parking lot, carry it in your hand. If your pepper-spray is buried in your purse, or in your pocket tangled up with your keys... you likely won't be able to deploy it quickly enough when you need it. I carry my pepper-spray and keys in my left-hand (weak-side) and practice using it with my left-hand because I wear my gun on my right side, either AIWB or IWB.
Pepper-spray is typically non-lethal, as are many of the physical threats you will face: In most states, defensive size/designed knives and firearms are considered deadly force. Again, in most states, you can only legally use deadly force to defend against an immediate threat of death or serious bodily harm. In many defensive situations your firearm is of no use... yes, it's true. There is a lot that an aggressor or attacker can do to an average adult in many contexts and situations before you are ever near the threshold of defending yourself with deadly force. The attacker can push you, chest-bump you, spit in your face, finger-thump you in the chest... and in many of theose situations and contexts... if you pull out the gun and shoot... you're going to jail. Pepper-spray gives you another tool in your personal defense force continuum. Beyond humans, pepper-spray is also very effective against animals... like an aggressive or attacking dog and even an aggressive raccoon... from personal experience.
Pepper-spray is a self-defense tool for those who may not be ready or want to carry a firearm: Yes, I know in the gun-folks circles and those who consider themselves "in the gun industry"... that a firearm is considered a great defensive tool, if not THE defensive tool. Truth be told, there are a lot of folks out there that would like to defend themselves that just aren't ready to carry a firearm daily for a variety of reasons. Pepper-spray gives them another defensive tool... a tool... as previously mentioned... that may have more potential for use than a firearm.
The other common defensive sprays... often referred to as "tear gas"... contain either CS which uses 2-chlorobenzalmalononitrile or CN... often known as "Mace"... which uses phenacyl chloride. Both CS and CN sprays are irritants and the effect on the person sprayed subsides more quickly than the effects of OC sprays. The "heat" or "hotness" of OC pepper-spray is measured in Scolville Heat Units (SHU) and varies from product to product. The bottom line is you want a good quality OC pepper-spray and I typically recommend products with at least a million SHU rating from SABRE Red and Fox Labs.
Pepper-spray use, to be effective, requires training and practice: Just like every tool used for self-defense, including firearms, to effectively use pepper-spray you should get some training and practice regularly. SABRE Red offers training and there are a lot of terrific instructors out there like Greg Ellifritz of Active Response Training, Chuck Haggard of Agile Training & Consulting, and myself with G4 Personal Safety in Ohio who offer it too.
Pepper-spray will not cause you legal problems if you carry a gun: What will cause you trouble is YOU not knowing the legal principles and laws as they relate to the use of force for self-defense. I am not an attorney, but Andrew Branca is and you should take one of his excellent seminars. Aside from that, the bottom line is you can only use deadly force to defend against the threat of deadly force or serious bodily harm. If an attorney or prosecutor wants to know why you used your gun instead of pepper-spray for self-defense... then you better be able to explain that you were threatened with deadly force or serious bodily harm. If you were threatened with a little bodily harm and a bruised ego, YOU CAN'T USE YOUR GUN! You could use your pepper-spray. Now, every situation is different, so I have no interest in going down the rabbit holes of every possible context of when, if, maybe, hypothetically... just carry pepper-spray!
A lot of thoughts to think over... and there are many more to consider... but for now... don't you think... Pepper-Spray should be part of your Every Day Carry...