i think in the actual event of my house being burgled, i would be to shit scared to do anything.... personally id rather loose a few hundred quid then get badly hurt. at the end of the day, when you get burgled, you've got no idea what so ever as to who is in your house, it could be some amateur but it could be a group of experienced men willing to do pretty much anything to get your valuables.
never had my house burgled but ive had my sheds broken into, i found that pretty scary due to the damage they did just to try and get my motorbike.
if i did choose a weapon it would be this base ball bat type thing thats lying in the cupboard downstairs though