I spent my younger years in the UK (where I was born). As a result, I rarely even think about owning a gun. Frankly, the things frighten me. Not in the sense of being threatened by another person, but the way I might feel about having a stick of dynamite lying around the house.
I have lived in the USA for the last 34 years and during that time I can honestly say that there has not been a single situation where I would have felt safer with a gun. Full disclosure, I have never lived in inner cities or other supposedly dangerous places.
I had a friend who was very interested in guns and owned several. He lived way out in the country with a house on 26 acres, so nobody was endangered when he let me try shooting one of his hand guns. I tried to hit a wooden plank from about 15 feet. I fired maybe 15-20 rounds and didn't hit it once. He did the same with the same result. It did little to increase my respect for that gun as a protection, as I imagine a "bad guy" would be more skillful.