I like guns. I've carried guns when I've ridden (mountain biking in the mountains of Wyoming).

a) I always carried the gun on my person. (jersey pocket) It's useless anywhere else, unless you have a holster on your handlebars.

b) I wouldn't carry a gun in a high-crime area. Most likely, someone will get your bike AND your gun. They don't need more guns. Don't help build their arsenal.

c) While I think 99.7% of the population of Earth is unworthy of occupying MY planet, I also think blasting away at someone for stealing/trying to steal my bike might be just a little OTT. And illegal.