I don't care if you have a weapon by your bed, if you feel you need one than you should have one, even if you never get attacked it's nice to have a piece of mind. The first time after my parents were married and my dad was away over night my mom took an oyster knife with her to bed.
I still don't own a handgun and I've been wanting one for a long time. Luckily I live in a nice part of the city and don't ever fear for my safety here. In general, Seattle doesn't put me on edge really.