I'm sorry but Phoenix? Safe?
Someone needs to read the news more.
I'm with Tekla to a point on this. You need to be aware and know the dangerous areas of your town/city. If you know what to look for, it's not very hard to tell if you are in a bad area (usually).
I have lived in one of the worst gang cities in the U.S., drove delivery in another, and been through a few others (San Bernardino, Compton, East St. Louis...). I also lived in Phoenix and Mesa, while relatively safe in some places, there are others you don't go through in Phoenix. Mesa/Phoenix/Tempe is a haven for other dangers as well. There are streets in many of the cities I mentioned that even cops will not go into without lots and lots of backup. You want to take a gun? Unless you have a tank, you're outgunned, trust me.
After having lived in these places...
The safest way, is to know the area, watch yourself, and RUN.
Avoiding or getting out of a bad situation before it escalates is the best way to survive. If you think a gun is helping, if it is to the point that you need a gun, you are already in way over your head.
Is it foolproof? Nothing ever is.
Having something like that on you, makes you brave stupid. You will not back down as fast as you should or avoid confrontations. Many, many people are shot or stabbed by their own weapons because they either couldn't actually bring themselves to use it, or they were not skilled enough with it to do any good.
Take a self defense course, they are a good idea, however, take one that stresses evasion and escape. You are no match for thugs, gun or no gun.
Keep in mind, most people who do this sort of thing NEVER do it when it is a fair fight.