I don't know one person who, outside of military service, ever "rescued" themselves with a gun. I've lived in and around a major city most of my life. In fact I know several people well who lived, and one who presently lives, in NYC and none of them ever had to "rescued" themselves with a gun. I know a guy who almost got himself killed with a gun than rescued himself with a knife. He was hunting in Alaska, shot a brown bear...... the bear looked to be dead....he approached it....the bear got up and bit him in the face........he pulled out his knife........stabbed/sliced the bear.....the bear let him go.......he took off.....broke a leg falling into a ravine....got back to civilization....today he has no tongue or lower jaw. I knew a bartender who was being robed, pulled a gun out from behind the bar, the thief then pulled out his own gun and killed the bartender. I've spent thousands upon thousands of hours in the woods, by myself, without a gun, never had a problem.
I guess if you're a paranoid nut-job you "need" a gun but most of us don't.
BSB (there is no pinnacle, or mountain to be king of, it's all just mind)