There's an argument to be made that a less than lethal option can be beneficial because it gives you a tool to potentially stop someone who is a threat but not necessarily a deadly threat. Personally I don't.

Personally I advocate more for a small handheld flashlight. Ever go inside? Especially if there are no windows, useful if the power goes out or the light switch gets flipped. Also, bad things tend to happen at night, when it's dark. I like a WML, but if I'm trying to identify someone I don't necessarily want to point my gun at them. Seriously, a $20 investment that has so much utility. This is all you need, maybe splurge another $10 on one you can recharge with a microUSB. It's tiny, doesn't get in your way, and is useful in all sorts of scenarios.

Personally I think that if you carry a gun you should consider carrying a separate handheld light source. I'd hate to be in a scenario where I have a gun and something to point it at, but not enough light to tell if it's shoot or no shoot.