I use a Maxpedition Pili fanny pack to carry a G43 and a 26 before that while running. I don't run fast or far, 3 miles at a 10 minute pace is on the fast side of things, so the little bit of bounce from the fanny pack isn't an issue for me. The rabbits out there may need a little more stability. The gym is in the garage so I don't carry there, I keep some hardware handy but not on my person.
I've had a lot of aggressive dog problems while running and biking and always bring along a can of OC.