I think it should be my right to protect myself.
You already have the right to protect yourself; the Framers of the constitution understood that and the Constitution says that right may not be infringed.
Now, back to reality. If you want to carry a pistol, go to www.packing.org
or a similar site and check reciprocity maps. Utah, for example, has pistol permit reciprocity with 14 states and 16 other states honor the permit. That covers 31 states out of 50 and you don't have to be a Utah resident to get a Utah pistol permit. (See http://www.bci.utah.gov/CFP/CFPHome.html
for more info.)
New York, on the other hand, has reciprocity with no
other state, so you would need to be a resident of the state and get a permit to legally carry there.