Better to have it and not "need" or "want" to use it. Then to not have one when you need it. Like a tire iron when your stuck with a flat.
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I'm not going to go through all the hoops to spend a lot of money on a gun I'll probably never need, especially when there are other, easier and cheaper ways of self-defense. I'm not too worried about a possible attacker having a gun, because I live in Canada.