I'm not willing to take the risk of hitting a cat. We're having a wrought iron gate made for the rear door, iron bars placed around the AC, and I have ADT over at 2pm today. We're going to get a family dog, and if it helps secure the house, great. I think between the bars and an alarm system, we're a lot better defended.
I see too much potential downside to a gun/shotgun...I don't think it justifies the advantage for us. Everyone is different.