The traditional wisdom is that carrying a gun for safety doesn't help in such sudden events, as the "bad guys" are generally more prepared, have the initiative, etc.

This is obviously different for instance in a war, where both parties are more-or-less prepared to use a gun at any given time.

Now, I've had military training (somewhat mandatory in my country), and do own a gun. But that is because I find target practice and hunting trips interesting, not because I would find any safety application to owning one.

For instance, I went motorcycling through Caucasus right after the revolution in Georgia. This was a time when gas station attendants carried Kalashnikovs and people customarily brought guns to bar, but still I would have never considered taking any weapons there, as those would have only escalated any problem situation in a bad way. And obviously in the end there were no problems. Nice and hospitable people there, and a beautiful country to visit :-)