No warning shots, EVER.
You want to warn the bad guy, get a crimsen lasor sight and put the red dot on his forhead.
The theory of warning shots was to stop someone who is running away (a theory I never subscribed too and was against our dept policy). In a self defence situation, there is NO justification shooting at a subject that is running away.
The whole ideal of a pistol (or other firearm) in self defence, is Protection and to stop the bad guy from his illegal activitiy. If he's running away then you have accomplished that goal.
NO WARNING SHOTS WHAT SO EVER
CPT USAR Ret
USAMU Sniper School Oct '78
Distinguished Rifle Badge 1071