This is a pretty easy one. I never know if, or when, I may need my sidearm. Ergo, I always have it with me. There's a lot to be said for avoiding "trouble" areas, paying attention to your surroundings, etc...but if it comes down to fighting back, I need the wherewithal to do so. Hence, I'm always armed.
Seen on a bumper sticker: "Exercise. Eat right. Take vitamins. Die anyway."