Some people are more psychologically prepared to defend themselves that others. Years ago I was living in a rough neighborhood, and was urged to keep a gun in the apartment. Seriously doubting that I could bring myself to use a gun, I declined. This is the scenario that played out in my head.
Sound of glass breaking.
Oh! Intruder in the living room-quick, get the handgun from the nightstand!
Walk into living room, gun in hand, and confront intruder.
Yell "Stop, or I'll shoot myself!"
I know from experience that I freeze when unexpectedly confronted with danger. Slag's 1st three suggestions are the best ones for me.