It has never happened to me or anyone I know so it's rare enough that I won't bother strapping a gun to my body every single time I leave the house.
What are the downsides? I would imagine the hassle of getting a CCW, choosing clothes that allow you to easily hide a gun must be a PITA too unless you're one of those tools who wears long pants in summer with a safari shirt and vest?
How about mistaken identity if you do actually ever need to draw your gun? Because Police have never shot and killed a CCW holder by accident I'm sure.
Then there's the whole FL thing with that Zimmerman guy, who is supposedly hispanic so he couldn't possible a racist, who shot that unarmed black kid.
Yeah, I can think of a whole lot of reasons to leave the guns at home actually...
Things that have never happend to me or anyone I know.
I don't know anyone who has had a house fire or died from a carbon monoxide leak yet they still all have fire alarms and extinguishers in their homes. I have never been in a car accident, yet I carry insurance and use a seat belt. I have never needed immediate and costly medical care for something life threatening, yet I still have health insurance. I have never been unable to access food and water (like because of a blizzard) yet I still have a case of rations and water in my basement. We have never had a power outage lasting more than a few minutes, but we keep hand powered flash lights in the house. We have never been robbed, but we put locks on all our doors. I have never been screwed by a contractor, yet I make sure they all have insurance and are licensed. I have never given anyone life saving first aid, yet I have a first aid kit in my car.
The fact is people do a lot of things to protect themselves that are irrational if you look at how often it happens to just you and your friends. But when you look at the big picture, you are better safe than sorry. Carrying a gun is a choice, but no more different then choosing to carry a wallet or wear a watch. Beyond getting properly trained, there is no hardship to carrying a gun. Most of your clothes will still work (unless you wear skinny jeans) and getting a permit in most states is dead simple (in my state you fill out a form online and pay $120 and get finger printed).
I use a IWB holster and a small Walther PPS pistol. I wear shorts and tshirts in the summer and I've had comments from people that know I carry asking where my gun was. In the winter, because it's so cold out here, I move to OWB carry with jackets (which I would wear anyway because it's so damn cold) and I move up to a larger pistol (just because I like the pistol, I would be fine with my tiny little PPS). You don't need a full size, double stack pistol to protect yourself. A small .380 or .9mm will be a huge step in self defense vs relying on hope and prayers to get out of any trouble that might come your way.
In terms of the shooting in FL. That guy went looking for trouble, he found trouble and now he will have to deal with the political fallout. Trouble didn't find him, he went looking for it. I would have called 911, told them what I saw and left it at that.