For me it was several reasons...when I started carrying I was living in AZ which had a significant criminal element, but I also looked at the area I grew up in which is rural PA and when I was a kid, people didn't even lock thier doors...now, even up there in the country, people have seen home invasions and burglaries...
For me it's, as was stated before, like wearing a seat belt, or having insurance...its not that I'm afraid that something is going to happen, but in the event something does happen, you have an added level of protection.
In this day, you never know where a criminal will strike and police can't be everywhere, especially in rural areas (where I grew up in PA, police response was well over 30 minutes).
As the old saying goes...
"Why do you carry a gun?"
"Because I can't carry a cop..."