IMO, one's mind is the weapon. Everything else one uses are just tools, a physical extension of the mind via skill set. Everyone has a pair of fists, elbows, arms, knees, feet, legs, etc... Not everyone knows how to strike like someone who knows Muay Thai, Eskrima, Karate, boxing... Or the various body/joint locks of Brazilian JiuJitsu, Dumog, Judo, etc... Just about everyone has an index finger, not everyone can run and gun, or shoot long range.
In some video games when confronted with various characters, some gamers know what skills such character has from the guide that comes with the game or by word of mouth. In the real world such guide for everyone does not exist. Sure they may have some visible clues, Affliction shirt, Tapout shirt, military branch shirt, or any other martial arts school shirt. Sad part is IMO, I would say more than half of the guys wearing such clothing are just fans and don't know enough to apply such skills.
But to answer the OP's question, I would say do what one has to do to survive the situation. If one is getting choked or getting the ground and pound, and the only option was to shoot. I say empty the mag.