Originally Posted by monkeyfist
...I'm not jumping out my window every time I hear an unusual noise, but it sure would be nice to be able to legally carry my gun with me in the extremely unusual event that the strange noise I heard was indeed an invader...
Here's the tricky part. If you go to investigate a noise that you seriously doubt is an intruder, and you're carrying your gun, if it is an intruder, and if it is an intruder who is willing to engage you, you are at an extreme tactical disadvantage and likely to lose -- even though you have your gun. Having a gun is probably not going to do you a whole lot of good unless you really know what you are doing. Even if you know what you are doing, you'll be at a tactical disadvantage.
One thing you can do is as much investigating as possible without leaving a place of safety. Wait, keep quite, listen, peek out available windows and in general try to collect as many clues as possible about what is going on before you act.