At a place where i used to train jujitsu there was a navy seal that trained there. He routinely came in everyday, removed his sidearm and put it in his gym bag. The guy was mild mannered, soft spoken and a lot more friendly than you would expect of a military guy who was as capable as he was. I cant remember the conversation enough to quote it verbatim, but what this guy said one day has stuck with me ever since.....
someone asked him something along the lines of you're a navy seal and you train mixed martial arts, why do you feel the need to carry a gun everywhere you go... you could probably kick anyones ass if they were ever stupid enough to try and rob you ....
The guy said one thing you learn as a seal is to not take chances, i dont fight on the street, there's no referee on the street and im never going to risk not coming home to my family to prove anything on the street. I do martial arts for fun, i defend myself with a gun.
Besides... you're a lacoste shirt wearing guy who has probably spent more time looking at designer fragrances than you have preparing yourself for self defense. What makes you think a physical confrontation is your best means of defense?