I went on my very first climbing trip with someone who was packing heat this weekend. I really didn't feel any safer then the thousands of other trips I've been on.
I think you've gotta take GW's comments about guns with a grain of salt. Other than a couple times shooting a gun I've never packed heat, and I've never felt threatened. I think the NRA has a little chip in Greg's head.
As to the female part of the equation, I think having a partner or a big dog would be more fun than going solo with a gun.