I think carrying a gun with you in the field when shooting, is a bad idea.
I have a carry permit, but I seldom carry with me. I shoot in some really nasty areas usually well into the night. However scary it can be, I've never had an instance where I felt the need to pull a gun (because as has been said, you don't pull it unless you intend to use it).
I do carry a knife in my camera bag, but that's because I'm of the old school rules, where a prepared person always has a knife with them.
Anyways, I'm not saying everyone shouldn't carry, just that I think it's ill-advised for every photographer to get the notion that they NEED to carry. As I said, with the right mindset, there is very little reason why you'd need to. A tripod is most likely a better defense tool than a gun when shooting out and about in dark, seedy areas of cities.