A former Dane County deputy sheriff told this story: Late one Saturday night there was a burglar alarm from a jewelry store. When the deputies got there, they found the plate glass front window shattered, in an apparent attempt at a smash and grab. Investigation in to the crime took about 10 seconds. All the deputies had to do was follow the blood trail across the street, where the alleged criminal lay dead. He had used his leg to kick in the window, severing an artery or two in the process.
Moral of the story: Bring a brick. A brick is inexpensive, easy to transport, readily available and difficult to trace. Remember your gloves.