Would you carry a gun or not?

It depends on where you are. In the U.S. yes, almost everywhere you can legally carry a gun on your own property as long as you aren't a felon. The exceptions are cities that have a gun ban. D.C. was one of those cities, and I believe Chicago still is.

ADDED: (in the US) If you are legally entitled to possess a firearm - AND - the firearm is of a lawful type (as defined in the US Code) - AND - you are lawfully capable of possessing a firearm (not a minor - not an adjudged mental incompetent - not a convicted felon - not convicted of domestic violence - etc)) yes, you may carry a firearm WITHIN the walls of your home (but not in your exterior yard), even if your local jurisldiction prohibits carrying it "in public."