In the book Tunnel In The Sky, Robert Heinlein has a character who is a company commander of a group of soldiers that seem maybe equivalent to Rangers or Force Recon. She is giving her brother advice the night before his field survival test, where they drop the students on a planet with only what they choose to carry, and will pick them up after a predetermined time. Passing is making it to pickup... Well -- she tells her brother about how she'll send her troops out to do recon... Not with the massive future armory that they could provide, but with pretty much nothing but a knife. Why? Because guns make you overconfident, but being all but naked and armed only with a knife keeps you cautious and feeling small.
I carry a gun pretty much anytime I leave the house. It's a professional habit. When I first started, I didn't always. Honestly, carrying can be a pain. Guns get heavy and uncomfortable, and you have to think about whether it's showing when you're out and about. (For civilian CCW folks, there are also places that they can't go, where I can with my badge. They can still ask me to leave -- but I can ignore the signs.) I began carrying during the DC area sniper incident, because I regularly drove through the scene of several of the shootings, and may have missed one by minutes. The thought that I might have been there, and unable to act because I didn't have the tools of my trade became unthinkable.
I also carry a knife. It's generally used as a string cutter, letter opener, box opener, and what-have-you tool. But it'll do the job, and I know how to deploy and use it.
So... has carrying a weapon changed my behavior? Almost certainly. Some time back, my wife and I were walking into a mall, pushing our son in a stroller. Someone came around a corner with their head up their ***, and nearly hit us. They also nearly got a face full of Glock .40 barrel. That's part of my reaction. When I got a chance to train with Rory Miller earlier this year, I wore a blue gun throughout the training. It meant I had to be cognizant of grabs and attempts to disarm it -- and that I had kind of an ultimate trump card in some cases. Yeah -- it changed the game sometimes. And it has definitely changed how I act sometimes. But I can't necessarily separate those changes from the professional changes, either.