That's probably not true. More firearms can easily mean fewer deaths. An armed society is a polite society. Historically the most heavily-armed old west towns were the ones with the lowest death rates from violence.
I don't want to own a gun, because a gun is not effective unless you're willing to use it (in a last resort), and i don't want to do that... I want to own a Taser though (for self-defense).
And of course nothing keeps you from carrying a taser now.
I grew up in Texas and was always surprised by how cautious I needed to be with my boy scout issued knife -- carrying it in Houston would have been a felony, but carrying a glock was permitted everywhere. I remember my mom having to carry a can of bear repellant instead of mace for the same reason.
The main thing preventing me from carrying a taser now is price :) (they're really expensive in my country, the cheapest one, C2, costs 950 dollars - http://www.silvercat.com.uy/pistolaselecc2.html)
I'll note that in the up to 2.5 million times a year a gun is used in the US for self-defense (as of some years ago), more than 90% of the time it isn't fired (or hits, but I think it was fired), but the user indeed needs to be willing to fire it if the simple threat of lethal force is not sufficient.
I don't buy this.