My first thought if someone were to "happen" to nab my piece, would be to nab it back. Its doing me no good with them having it.
Seriously though, if youre carrying a gun, you really should have some retention/disarm skills in your bag of tricks. At the very least, some grappling skills, which are or can be very similar. Unfortunately, it seems many who carry a gun seem to think the gun is the answer to all of their problems, and dont feel the need to have other skills.
I personally never understood carrying a gun and not carrying it loaded for instant use. If you dont keep it loaded, youre forcing yourself into the same position of the person youre hoping doesnt get the gun, and now have to get it into working order before you can use it, and probably at that point, all the while trying to keep someone off of you. How many hands does it take to get your gun going from "empty"?