Not every state or nation has an Arizona program for concealed carry. But they all have rather severe legal hurdles for anyone using a firearm, even with provable justification.
I always liked the quote one guy has in his sig on another forum I frequent:
"That gun on your hip is not a solution to any problem. Instead, it is a tool for substituting one set of problems for another. The key is knowing when that substitution is needed."
Using a firearm for self defense is a serious matter, and it should always be a last resort. However, when the use of a firearm is necessary and appropriate, there's probably nothing else that will do the job adequetely.