I defer to the wisdom of the late Hugh Bollers on this one.
"Boy, if you need a gun, carry two and a big Bowie knife. If you don't need to carry a gun at least have a .25 auto. And if you need a gun to go into that bar don't go into that bar."
Mr. Bollers didn't do any sort of martial arts, but he lived a very long life among people who didn't want him to.