I'm with you guys that decide to carry weapons on the one hand, and then again, I'm not.
I understand the need to feel protected. I have promised myself that when I am a lot older (as in elderly), yes, I will probably carry something. I also plan to supplement my martial arts training with weapons training in the future (knife, gun, stick, btw, anyone know of any qualified knife teachers in the Washington DC area??).
I've found the best thing that has reduced my chances of being in really dangerous situations is awareness. I no longer hang out in areas where I KNOW a weapon would more likely be needed (face it people, we know which parts of town we should not be in, where for one reason or another, the residents may not like you.) I work in an office around rather rational people FOR THE MOST PART (there are a few loose cannons, but those folks are everywhere). I'd rather grab something and hit an attacker over the head with it than deal with the hassle of carrying a concealed weapon until I have real training with one and know all of the legal ramifications and so on. Besides, if you are "creative" (read sadistic) enough, there are all sorts of things around you that can be used as a weapon at work (ink pen, scissors, heavy stapler, telephone handler, edge of a picture frame---hey, I went to public high school, okay?) or outside (small club kept in the car, a rock, stick, lid of a trashcan, brick, your bag, umbrella, or cane, etc).
I will not take a job that I think will have me going into problem areas or dealing with problem people. Period. Perhaps if I get back in the music biz, I'll have to reconsider carrying, but for now, danger zones are out. I've even turned down offers to be a bouncer or do security, even though the warrior within me would love to have that experience to round out the formal MA training, in the name of safety. I refuse to have a job that will have me logging in a lot of late night hours. That is just asking for trouble, even for a big dude like me. If I can't make it on my day job's income, then I just will have to do without.
Any aquaintances I've made that I think would drag me into trouble are no longer in my phonebook, especially since I've become a parent.
Back to my point; I am a big advocate of avoidance. We cannot avoid every possible confrontation, but we can avoid most of them.