I don't keep a gun by me when I sleep. 99% of the time, I wake up alert enough that it would be safe, but that other 1% of the time I wake up from a wild REM-state dream, and don't know where I am or *what* I am for a few seconds. So I leave the gun in the office, where I have to get to it and open a door.
If we had a nighttime invader, I'd probably go for the shotgun anyway; it's almost as close and a lot more effective.
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