As I've stated here many times before, "non-lethal" or more properly "less lethal" weapons have very limited uses for private citizens and are not an adequate substitute for a lethal weapon.
As has been pointed out, just about any weapon effective enough to have a good chance of stopping an attack will also have the potential to be lethal under the right circumstances. Someone with a respiratory condition could easily die from a dose of pepper spray, someone with a heart or neurological condition could eaisly die from a tazer or stun gun, and just about anyone could be fairly easily killed by an impact weapon. It is for this reason that LEO typically gets specific training as to when such weapons are appropriate and how to use them effectively.
Effectiveness is another issue with "less lethal" weapons. There are three basic ways in which an attack can be stopped: cause enough psychological stress (fear, shame, guilt) to the attacker that he discontinues the attack, cause enough pain or discomfort that the attack is aborted, or impair or disable bodily functions of the attacker to the point that he can no longer continue his course of action. "Less lethal" weapons, by and large, rely on inflicting great deals of pain or discomfort and while that is effective for most people, not everyone experiences or reacts to pain the same way. A person in an altered state of mind and/or under the influence of certain chemicals may not be disuaded by pain and would thus require physical inability to discontinue their actions. The "less lethal" weapons that do physically disable the attacker (tazers, stun guns, impact weapons, and to a much lesser degree pepper spray) are limited to use at very short ranges and require unimpeded contact with the attacker in order to be effective.
Another issue with "less lethal" weapons is that they require just as intensive training, and in some ways more intensive, as lethal weapons in order to be used effectively. Impact weapons require one to come into physical contact with an aggressor so some sort of grappling training is necessary (as well as training in how to use the weapon without killing or seriously injuring someone). Stun guns also require physical contact so they also need grappling training. Tazers require both leads to contact the target in order to work so you need training as to how to effectively deploy the weapon to ensure contact. Pepper spray, being an airbore liquid or vapor, requires training to ensure that the attacker and not yourself or a bystander is the one who gets sprayed.
You also have escalation to think about. While the use of any weapon has the potential to escalate a situation, you can't escalate beyond lethal force. Remember, just because you don't see your attacker with a weapon, that does not mean that he doesn't have one. Seeing a weapon of any sort may cause your attacker to up the ante and bring a lethal weapon to bear. If you've already got a gun in your hand, you don't have to transition to something else in order to employ lethal force should it be necessary.
Also, I'm not so convinced that "less lethal" weapons are that much safer, legally, than lethal ones. Too many people, I think, want to look at themselves through the same lens as they do cops and thus think that every piece of equipment that a cop needs is also a necessity for themselves. What is often forgotten, I think, is that a cop is in a very different situation than a private citizen and has very different responsibilities and if justified to do very different things. A cop is given much more leeway as to when it is appropriate to use force to defend himself/herself or another person than I am. A cop is also generally justified in using force to detain someone while I am not.
Because of this, I can't think of very many situations in which I would be legally justified in using any weapon at all that I wouldn't be justified in bringing a deadly weapon to bear. In my experience, people are ususally very reluctant to pick a fight that they don't believe they can win. Usually, the person who starts the fight either believes himself to be physically bigger or stronger or believes that he has some other advantage (surprise, some sort of weapon, etc.) that will allow him to win. As such, there is very likely to be a disparity of force between you and your attacker and disparity of force greatly increases the chances that your life is in danger.
A beating or any sort of weapon is nothing to be taken lightly, you can easily die from either. Quite frakly, if you can't honestly say that you had reasonable fear that you were in danger of death or severe injury (the condition that must be met for lethal force to be justifiable in most states) then you most likely aren't justified in using any sort of weapon at all. Pepper spray or taze the creepy guy following you or the other driver screaming at you and you'll more than likely find yourself facing charges for assault and battery and possibly assault with a deadly weapon.
Finally, just because a weapon has the capacity to be lethal, that does not mean that it must be employed in such a way. As JohnKSa pointed out, a firearm (and I would also add a knife) can serve very well as a deterrent. Few people want to get shot and even fewer people want to get shot more than once. Also, a firearm can make for a very effective impact weapon if need be (I always thought the underlug of a revolver barrel looked like a particularly fearsome thing to get cracked upside the head with) and I think that the good old fashioned pistol whip is often underrated.
Basically, I think that while "less lethal" weapons do have a place and usefulness, I think it is much more limited than many people realize. I suppose that something like pepper spray or an ASP baton would be a good thing to have if you could not safely use a firearm or lived in a jurisdiction where you couldn't have a gun. Also, I can see pepper spray being particularly useful for dealing with animals (a dose of pepper spray would probably keep your neighbor's pit bull "scruffy" from biting you while at the same time PETA isn't likely to throw paint at you for it
