One of those big maglights, it serves a purpose around the house and is pretty nasty if you so wish it to be.
The advantage here is that a maglite is also an item which you may typically have at your bedside if there was a power cut i the night etc. I have an old headlight for this purpose but gave the large 3xD cell maglite to my girlfriend who has it in her bedside table.
I also store all my hiking and climbing gear in my bedroom so an ice axe is not far away if need be.
But I don't recommend purposely arming oneself, it will likely lead to worse issue. E.g, if you grabbed a weapon and went after the intruders you are much more likely to be attacked in the first place, and then have a difficult legal position to defend.
My girlfriend was nervous about living alone in her flat in Richmond, VA. The week before she moved in someone was shot down the street from her. there is even a bullet hole in her living room window (funny story about an FBI agent who lived in there before her tried to move some teenage chavs away from the neighborhood streets, they fired an air-rifle at the window, he called in his FBI swat team buddies...)
It is actually a safe place to live but it is a large city in the US.
She has a large maglite by her bedside table (the power does seem to get cut-off once a month or so, so this is legitimate reason). The backcountry trekking gear is under her bed, nicely organised with the bear spray in easy reach. She sleeps with her bedroom door locked and if there was an intruder I told her to remain in her locked room and shout out to warn the burglars. If they try to break down the door then she would be armed with bear spray to spray to the face (effective range about 20 feet or more) as a last resort, then the maglite to the head. But the possibility of this is so remote.
And moving to the US to buy a gun is not a possibility. You can't own a gun unless you are a US citizen. I have an H1B work visa and I certainly don't have the rights to own a gun, and I can't even shoot a gun at a shooting range in most states.