Firearms permits are fiendishly difficult to get in Australia, and there is no such thing as "concelaed carry" - if you're one of the very few granted a permit to own one, you have to carry it openly and there are still restrictions on where you may do so.
I was thinking about getting one. I guess I could settle for pepper spray, but I'd kinda like one of those mini revolvers. They're adorable and I could use it to defend myself if need be.