Depends, I've been hit by a stungun before, the only thing it does is cause you to have a single full body muscle spasm, enough to drop a person long enough to gain control of them.
If you want a simple self defense device, get a kubaton. It's like a set of legal brass knuckles, with a spike on the end.
Basically a kubaton is just a piece of heavy metal with finger grooves so you can hold it and it adds extra weight for when you punch, some have a blunted spike on the top for hitting ribs, or getting a shot in between a muscle in the arm to paralyse it.
Also I've seen one model that carries throwing spikes on the top, so one flick and your opponent has 4 sharp pointy things in their chest.
They're also really cheap, every one I've seen is under $10