I really can't answer this question because it depends on too many things. such as:
are you in the city, suburbs, low populated area, or the woods
who's coming after you potentially or are you just surviving somewhere.
can you get one or the other later
what are the psychical obstacles you'll face (terrain, doors, walls)
quick and stealthy/ slow and visible
90% of the time i would like to have a gun. I much rather have a gun and a bag of tools with a haligen bar and a ax thrown into the mix.
hell, I'd take just the bag of tools if I had the ax or the haligen bar in it. You can do alot more with tools then you can a gun or a knife.