Yes, as was said, it all depends on where you live. However, in general, here's the risks as I see them:
Home invasion = This one is the hilarious one since it's the most talked about, esp by new gun owners/buyers. IMO, esp if you have a med/large dog, the chances of home invasion are virtually zero unless you are mixed up with gangs, drugs, have a crazy ex, etc. Burglars will case houses, esp "big scores," and hit when they're sure owners are at work/vacation. Violent assault criminals or robbers wouldn't be dumb enough to risk trespassing into someone's castle and risking guns/dogs/etc when there are plenty of much easier targets out in parking lots, alleys, etc. The one exception is maybe housing with a front door on the outside (think motel style apartments) where a robber could make a fast getaway; in that setting + shady neighborhood, you have to stay aware... and probably get a strong door, wedge, etc. The best firearm for HD is probably a med/large calibur handgun (9mm/38sp or larger)... possibly with short barreled pump shotgun available also for looting prevention in emergency/SHTF. All the guns you can buy still won't do you any good if you don't have an alarm to get ready, though, and there is really no alarm better than a decent sized, well trained dog.
Mugging = This is the biggest threat on the list for most Americans, IMO. It depends where you work and spend your free time. A woman who works in a inner city Philly emergency room, has to park 3 blocks from the front door, and goes out to nightclubs on her nights off is obviously high risk, while Joe Suburbia who works at a fortune 500 and plays golf on weekends is obviously relatively low. The CCW handgun that is concealable, practiced with, and light/comfortable enough to carry every day, probably in the range of .32 to 380 to 38sp to 9mm to maybe a 40 depending on your size/dress/comfort, is the clear choice here.
Robbery = It depends where you work. If you work a liqour store in a dicey part of town? Fairly good. A high rise office or coffee shop across from the PD? Not so much. If you're a business owner/partner looking for defense and loss prevention, I'd go with a setup similar to HD: med/large calibur revolver or pistol and/or pump shotgun, depending on the venue.
Assault = If you're a guy, not too likely unless you spend a lot of time in bars, clubs, concerts, etc where there is frequent alcohol-fueled confidence. If you're a woman, you always have to be careful, esp if you frequently use public transportation. Again, CCW handgun is your choice here.
A great book on this is "The truth about self protection" by Masood Ayoob. A bit dated but still probably the best guide out there.
Statistics say you are much more likely to be the victim of violent crime if you spend time in low income, ghetto type areas. Not that it can't happen elswhere. Also, perps are looking for an easy mark. If you look like you'de be trouble, you're less likely to be targeted.
Yep^
In SHTF looting defense or day to day crime prevention, it's all about AVOIDING looking like the sick straggling animal falling behind the herd. No wolfpack is gonna risk injury to take out a well built buck with a 10pt rack when a weak doe tastes just as good. Yeah, if you flash your money or lavish car/clothes/jewelry/etc, you become a mark, but that goes without saying.