I have never carried anything more then a knife with me (and not for protection) but back in Nov. while fishing the Sky. I had a close encounter with 2 dogs, 1 pitbull 1 rottweiller, I saw them coming from about 100 yards away and actually had my hand on my knife, the rott ended up being friendly but the pit kept its distance, they eventually wandered off. That was the 1 and only time in 25+ yrs. of fishing that the idea of packing a gun ever crossed my mind.
As for protection from cougars, I'm more worried about a bolt of lightning striking my graphite rod.