If you know that you need a gun to protect your life then I'd bring a gun. If you just feel like bringing a gun then I wouldn't bring one.
Personally, I carry everywhere I go. I don't give a flying f*** about the gun laws of any particular state. However, I am in a relatively unusual profession. One in which a prudent person would not travel unarmed.
But as for you, again if you know you have a need to protect yourself then do so.