Not any more than folks in any other Western country. I don't think there's any particularly pressing need (like there would be in, say, Nigeria) but at the same time I'd be totally okay with it.

I worry when Governments go out of their way to disarm their citizens; even if they're benevolent at the time, they often don't stay that way. Look up the history of disarmament in pre-WWII Germany and Russia.