I don't (live in a bad neighborhood), but it is legal in my State and I grew up with firearms so am very familiar with them. The likely hood, I will ever need to use a gun in defense of myself or others is likely nil. I don't generally put myself in situations (other then the outdoors where the threat can come from an animal not human) where the threat of violence is high.
But, I like having the option and capability that if in the 1 in a million chance my life or the lives of those around me or in danger, I can take action to protect myself or others. Also, I said, I don't live in a bad neighborhood, but nearly every day in my hometown newspaper there are reports of shootings sometimes involving innocents in areas of town that are 'bad'. There are lots of usually young, dumb, and full of cum, kids that are packing illegally and if I run into the wrong one I'm not going to be at a disadvantage.